ThmDex – An index of mathematical definitions, results, and conjectures.
Sufficient condition for the existence of density function for a random euclidean real number
Formulation 1
Let $M = (\mathbb{R}^D, \mathcal{L}, \ell)$ be a D1744: Lebesgue measure space such that
(i) $X \in \mathsf{Random}(\mathbb{R}^D)$ is a D4383: Random euclidean real number
(ii) \begin{equation} \forall \, B \in \mathcal{B}(\mathbb{R}^D) \left( \ell(B) = 0 \quad \implies \quad \mathbb{P}(X \in B) = 0 \right) \end{equation}
Then there exists an D4361: Unsigned basic function $f_X : \mathbb{R}^D \to [0, \infty]$ such that
(1) $f_X$ is an D5610: Unsigned basic Borel function on $M$
(2) \begin{equation} \forall \, B \in \mathcal{B}(\mathbb{R}^D) : \mathbb{P}(X \in B) = \int_B f_X \, d \ell \end{equation}