Proofs for Folklore Theorems on the Radon-Nikodym Derivative

Bermudez, Yaiza, Bisson, Gaetan, Esnaola, Iñaki, Perlaza, Samir M.

arXiv.org Machine Learning 

Rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of product and marginal measures are carefully considered; and the hypothesis under which the statements hold are rigorously enumerated.

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