On the validity of the Radon-Nikodym Theorem

Paolo Roselli; Michel Willem

doi:10.1142/s0219199725400085

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arXiv · 2506.12023

On the validity of the Radon-Nikodym Theorem

Paolo Roselli·Michel Willem

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Abstract

This paper presents a new general formulation of the Radon-Nikodym theorem in the setting of abstract measure theory. We introduce the notion of weak localizability for a measure and show that this property is both necessary and sufficient for the validity of a Radon-Nikodym-type representation under a natural compatibility relation between measures. The proof relies solely on elementary tools, such as Markov's inequality and the monotone convergence theorem. In addition to establishing the main result, we provide a constructive approach to envelope functions for families of non-negative measurable functions supported on sets of finite measure.

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Paolo Roselli, Michel Willem. 2025-05-12. On the validity of the Radon-Nikodym Theorem. https://doi.org/10.1142/s0219199725400085

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