Let $f$ be a function and $\mu$ a measure. I saw in Revuz's $\textit{Markov Chains}$ the following notation: $$f \mu$$
What does it mean?
Thank you!
Let $f$ be a function and $\mu$ a measure. I saw in Revuz's $\textit{Markov Chains}$ the following notation: $$f \mu$$
What does it mean?
Thank you!
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Roughly speaking Radon - Nykodim derivative describes the rate of change of density of one measure with respect to another