FINITELY ADDITIVE RADON-NIKODYM THEOREM AND CONCENTRATION FUNCTION OFA PROBABILITY WITH RESPECT TO A PROBABILITY

Authors
BERTI P REGAZZINI E RIGO P
Citation
P. Berti et al., FINITELY ADDITIVE RADON-NIKODYM THEOREM AND CONCENTRATION FUNCTION OFA PROBABILITY WITH RESPECT TO A PROBABILITY, Proceedings of the American Mathematical Society, 114(4), 1992, pp. 1069-1078
Citations number
8
Journal title
Proceedings of the American Mathematical Society → ACNP
ISSN journal
00029939
Volume
114
Issue
4
Year of publication
1992
Pages
1069 - 1078
Database
ISI
SICI code
0002-9939(1992)114:4<1069:FARTAC>2.0.ZU;2-S
Abstract
An "exact" Radon-Nikodym theorem is obtained for a pair (m, mu) of fin itely-additive probabilities, using a notion of concentration function of mu with respect to m. In addition, some direct consequences of tha t theorem are examined.