Radon–Nikodym theorem

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What Wikipedia says

In mathematics, the Radon–Nikodym theorem, named after Johann Radon and Otto M. Nikodym, is a result in measure theory that expresses the relationship between two measures defined on the same measurable space.

Excerpt from the Wikipedia article “Radon–Nikodym theorem”, under the CC BY-SA 4.0 license. Read the article on Wikipedia