The Radon–Nikodym derivative on a countable type #
On a countable type with measurable singletons, a measure absolutely continuous with respect
to a finite measure ν has density a ↦ μ {a} / ν {a}, so its Radon–Nikodym derivative is
the ratio of atom masses ν-almost everywhere. [UPSTREAM] candidate for
Mathlib/MeasureTheory/Measure/Decomposition/RadonNikodym.lean.
theorem
MeasureTheory.Measure.withDensity_div_singleton
{α : Type u_1}
[MeasurableSpace α]
[MeasurableSingletonClass α]
[Countable α]
{μ ν : Measure α}
[IsFiniteMeasure ν]
(hμν : μ.AbsolutelyContinuous ν)
:
(ν.withDensity fun (a : α) => μ {a} / ν {a}) = μ
theorem
MeasureTheory.Measure.rnDeriv_eq_div_singleton
{α : Type u_1}
[MeasurableSpace α]
[MeasurableSingletonClass α]
[Countable α]
{μ ν : Measure α}
[IsFiniteMeasure ν]
(hμν : μ.AbsolutelyContinuous ν)
:
μ.rnDeriv ν =ᵐ[ν] fun (a : α) => μ {a} / ν {a}