Radon–Nikodym theorem
Teorema de Radon–Nikodym
- Date
- 1913-1930 · confidence medium
- Place
- Warsaw, Poland
- Credited to
- Otto M. Nikodym y Johann Radon
- Field
- Knowledge & symbols
What was discovered
A theorem relating two measures defined on the same measurable space through a density function, proved by Johann Radon in 1913 for Euclidean spaces and generalised to abstract measure spaces by Otto Nikodym in 1930.
What it led to
- Basis for the Radon-Nikodym derivative in probability theory
- Foundation for the modern definition of conditional probability density
- Freudenthal's later generalisation in Riesz spaces (1936)
- A standard tool in functional analysis and measure theory