Commit 2023-11-02 08:18 9fa322ac
View on Github →feat: properties of rnDeriv (#7675)
Various results about rnDeriv
, notably rnDeriv_add
, rnDeriv_smul_left
and rnDeriv_smul_right
. These results describe the Radon-Nikodym derivatives of sums and scaling of measures.
These lemmas were already there for signed measures, but not for Measure
. The proofs for signed measures use that addition is cancelative (μ + ν₁ = μ + ν₂ ↔ ν₁ = ν₂
). This is not true in general for measures, but is true when μ
is mutually singular with the two other measures or when μ
is sigma-finite, which is enough for these proofs.