Let be measures on such that and . Show that exists and satisfies a.e .
(Hint: and implies .
i do not have any idea how to do this. any help would be appreciated.
since ,therefore .
the Radon Nikodym Theorem asserts that exist.
similarly,since exist.
Therefore,
therefore a.e.[\lambda]
since g is nonnegative, which implies , a.e.[\lambda].