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Sakai's Radon Nikodym Theorem for von Neumann algebra goes as follows:

Let $\phi$ and $\psi$ be normal forms on a $von$ $Neumann$ $algebra$ $M$ such that $\phi$ $\leq$ $\psi$. Then $\exists$ $a$ $\in$ $M$ uniquely determined by the following conditions:

  1. $0$ $\leq$ $a$ $\leq 1$

  2. $s(a)$ $\leq$ $s(\psi)$

  3. $\phi=L_aR_a\psi$

The proof of this version of the theorem can be found in Stratila-Zsido starting on Page 125 whose pdf version is available online via Google Search. I want to show that this is equivalent to the Radon Nikodym Theorem that one encounters in Measure Theory when $M = L^{\infty}(X,A,\mu)$ for some finite measure $\mu$ with the condition that the Radon Nikodym derivative is bounded by 1. Please help me with this. In this context, I shall be grateful if someone can also explain to me ( with proof ) the analogous notions of $s(a)$ and $s(\psi)$ when $M = L^{\infty}(X,A,\mu)$ for some finite measure $\mu$. I guess that they are somehow related to the support of measures. Some defintions of terms used above -

  1. Normal forms are $\sigma$ - weakly continuous positive forms.
  2. $\phi$ $\leq$ $\psi$ $\iff$ $\psi(x)$ - $\phi(x)$ $\geqslant$ $0$ $\forall$ $x$ $\geqslant$ $0$.
  3. $s(a)$ = projection onto the closure of the range of $a$.
  4. $1$ - $s(\psi)$ = $sup$ { $p$ $\in$ $P_M$ : $\psi(p) = 0$ } where $P_M$ denotes the set of all projections in $M$.
  5. $(R_a\psi)(x)$ = $\psi(xa)$ and $(L_a\psi)(x)$ = $\psi(ax)$ $\forall$ $x$ $\in$ $M$.

Thanks for any help.

Ester
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    A better way to use italics on this site is to enclose the word in * symbols, instead of using math mode (which looks strange and renders slowly). But are you sure you need to use italics as much as you do? When almost every other word is emphasized, it really loses its impact. – Nate Eldredge Jul 27 '15 at 14:39
  • I guess you are quite right.Thanks for the suggestion. – Ester Jul 27 '15 at 16:06

1 Answers1

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Sakai's theorem does not imply Radon-Nikodym's theorem in its full generality. Because the $a$ Sakai's theorem gives is bounded, while in general the Radon-Nikodym derivative can be unbounded.

For instance if $\mu$ is Lebesgue measure on $[0,1]$, you can take $$ \nu(E)=\sum_{n=1}^\infty 2^n\,\mu\left(E\cap\left(\frac1{2^n},\frac1{2^{n-1}}\right]\right). $$ Then $\nu$ is absolutely continuous with respect to $\mu$, but the linear functional it produces on $L^\infty[0,1]$ is unbounded. In fact, the Radon-Nikodym derivative is the unbounded function $$ h=\sum_{n=1}^\infty2^n\,1_{\left(\frac1{2^n},\frac1{2^{n-1}}\right]}. $$

The converse also has problems: in general, not every state of $L^\infty(X)$ is given by integration against a measure (in the usual sense, at least).

Martin Argerami
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  • I mean for the special case when the Radon - Nikodym derivative is bounded, does the assertion hold good? And can you please explain the concept of supports in L^(infinity)? – Ester Jul 28 '15 at 03:10