Radon–Nikodym Derivative

Natural & Formal Sciences Dictionary
Definition
Given two σ-finite measures ν and μ on the same measurable space with ν absolutely continuous with respect to μ, the Radon–Nikodym derivative is any measurable function f such that for every measurable set A, ν(A)=∫_A f dμ; f is unique μ-almost everywhere and denoted dν/dμ.