Tell me more ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

Let $(X,\mu,M)$ be a finite measure space. Suppose $T\colon X \to X$ is measurable and $\mu(T^{-1}E) = 0$ whenever $E \in M$ and $\mu(E)=0$. Prove that these exists $h \in L^1(\mu)$ such that $h \ge 0$ and $$\int f \circ T \, d\mu = \int fh \, d\mu,$$ for all $\, f \in L^\infty(\mu)$.

What I believe I understand about this problem is to take a simple function such as $f= \chi_E$, use linear combinations, and then an approximation. Please help in this solution.

share|improve this question
Do you know Radon-Nykodym's theorem? – Davide Giraudo Apr 21 at 20:58
Yes, I am a little familiar with that theorem, but I do not know how it is applied to this proof. – R Nelson S Apr 21 at 21:45

1 Answer

Let $\nu\colon\mathcal M\to\Bbb R$ given by $\nu(S):=\mu(T^{-1}S)$. We can show that this defines a measure. By assumption, this one is absolutely continuous to $\nu$. Radon-Nikodym theorem gives $h$.

share|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.