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The existence of conditional expectation, $(mathscrS,Sigma,mu) $ $sigma$-finite space


Radon–Nikodym derivative and “normal” derivativeUniqueness of product measure (non $sigma$-finite case)Radon–Nikodym theorem: special caseThe existence of conditional expectation with respect to a sub-$sigma$-algebraProperties of the Kernel from the measurable space $(X,mathscrA)$ to $(Y,mathscrB)$$mu$ is a $sigma-$finite measure on and $E_n$ measurable sets. When $nu(E)=sum mu(Ecap E_n)$, is $nu$ is $sigma$-finite?Weakening the “positive $mu$” condition in Radon-Nikodym theoremRadon-Nikodym Theorem for (positive) measures, chain ruleDoes Radon-Nikodym imply Riesz Representation Theorem?(Hint Needed) Real-Analysis Exam













0












$begingroup$


Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i



My attempt:



Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.



Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.



Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.



Is it correct my approach?










share|cite|improve this question











$endgroup$











  • $begingroup$
    Shouldn't it be every $Sigma_0$-measurable $g$?
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:44










  • $begingroup$
    I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:49















0












$begingroup$


Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i



My attempt:



Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.



Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.



Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.



Is it correct my approach?










share|cite|improve this question











$endgroup$











  • $begingroup$
    Shouldn't it be every $Sigma_0$-measurable $g$?
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:44










  • $begingroup$
    I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:49













0












0








0





$begingroup$


Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i



My attempt:



Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.



Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.



Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.



Is it correct my approach?










share|cite|improve this question











$endgroup$




Let $(mathscrS,Sigma,mu)$ be a $sigma$-finite measure space, and let $f$ be $Sigma$-measurable and integrable over $mathscrS$. Let $Sigma_0$ be a $sigma$-algrbra satisfying $Sigma_0subseteq Sigma$. Show that there is a unique function $f_0$ which is $Sigma_0$-measurable such that $int fgdmu=int f_0gdmu$ for every $Sigma$-measurable $g$ for which the integrals are finite.
i



My attempt:



Define $phi(A)=int_A fdmu$ for $Ain Sigma_0$. Since $f$ is integrable, then $phi$ is a set function. So applying Radon-Nikodym theorem, there is unique $f_0$ $Sigma_0$- measurable such that $phi(A)=int_A f_0dmu$ for $Ain Sigma_0$.



Hence, $int_A fdmu=int_A f_0dmu$ for $Ain Sigma_0$.



Next, consider $g=mathcalX_E$ for $EinSigma_0$ is true. And simple function. For the nonnegative function use monotone convergence theorem. For general $g$ consider $g^+-g^-$.



Is it correct my approach?







real-analysis analysis






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Mar 29 at 3:13







Zoe

















asked Mar 29 at 3:02









ZoeZoe

134




134











  • $begingroup$
    Shouldn't it be every $Sigma_0$-measurable $g$?
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:44










  • $begingroup$
    I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:49
















  • $begingroup$
    Shouldn't it be every $Sigma_0$-measurable $g$?
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:44










  • $begingroup$
    I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
    $endgroup$
    – forgottenarrow
    Mar 29 at 4:49















$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44




$begingroup$
Shouldn't it be every $Sigma_0$-measurable $g$?
$endgroup$
– forgottenarrow
Mar 29 at 4:44












$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49




$begingroup$
I think you have the right idea. You apply the Radon-Nikodym derivative and then construct the integral from the resulting measure. I don't know if you left it out because this is just a proof sketch, but it's important to make sure that $phi(cdot)$ is absolutely continuous with respect to $mu_f(cdot) := int_cdot f,dmu$. However this should be simple.
$endgroup$
– forgottenarrow
Mar 29 at 4:49










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