User:Caliburn/s/mt/Lebesgue Decomposition Theorem
Theorem
Let $\struct {X, \Sigma}$ be a measurable space.
Let $\mu$ be a measure on $\struct {X, \Sigma}$.
Finite Measure
Let $\nu$ be a finite measure on $\struct {X, \Sigma}$.
Then there exists finite measures $\nu_a$ and $\nu_s$ on $\struct {X, \Sigma}$ such that:
- $(1) \quad$ $\nu_a$ is absolutely continuous with respect to $\mu$
- $(2) \quad$ $\nu_s$ and $\mu$ are mutually singular
- $(3) \quad$ $\nu = \nu_a + \nu_s$.
Complex Measure
Let $\nu$ be a complex measure on $\struct {X, \Sigma}$.
Then there exists complex measures $\nu_a$ and $\nu_s$ on $\struct {X, \Sigma}$ such that:
- $(1) \quad$ $\nu_a$ is absolutely continuous with respect to $\mu$
- $(2) \quad$ $\nu_s$ and $\mu$ are mutually singular
- $(3) \quad$ $\nu = \nu_a + \nu_s$.
Finite Signed Measure
Let $\nu$ be a finite signed measure on $\struct {X, \Sigma}$.
Then there exists finite signed measures $\nu_a$ and $\nu_s$ on $\struct {X, \Sigma}$ such that:
- $(1) \quad$ $\nu_a$ is absolutely continuous with respect to $\mu$
- $(2) \quad$ $\nu_s$ and $\mu$ are mutually singular
- $(3) \quad$ $\nu = \nu_a + \nu_s$.
$\sigma$-Finite Measure
Let $\nu$ be a $\sigma$-finite measure on $\struct {X, \Sigma}$.
Then there exists $\sigma$-finite measures $\nu_a$ and $\nu_s$ on $\struct {X, \Sigma}$ such that:
- $(1) \quad$ $\nu_a$ is absolutely continuous with respect to $\mu$
- $(2) \quad$ $\nu_s$ and $\mu$ are mutually singular
- $(3) \quad$ $\nu = \nu_a + \nu_s$.
Uniqueness
User:Caliburn/s/mt/Lebesgue Decomposition Theorem/Uniqueness