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Finite positive circle measures admit a Lebesgue decomposition under countable choice

Statement

Assume countable choice. Every finite positive Borel measure μ on T has a unique decomposition μ=w m+μs, where w≥0 is Borel measurable and integrable for normalized Haar measure m, and μs is a finite positive Borel measure carried by an m-null Borel set. The density w is unique up to m-almost-everywhere equality. The zero measure is allowed.

Facts & Assumptions

Given: Countable choice and the finite positive measure μ on the circle, whose Haar measure has mass one.

[F1]

Under countable choice, real L2(ν) is a Hilbert space for every measure space, with inner product ∫fg dν. Every bounded real linear functional has a representing vector for this pairing. Cauchy-Schwarz bounds integrals of products of square-integrable functions. (L2 with the integral pairing is a Hilbert space, Riesz representation for Hilbert spaces, Cauchy-Schwarz inequality for L2, The Axiom of Countable Choice (ACω))

[F2]

The integral is linear on integrable real functions, increasing nonnegative functions integrate to their limit, and a nonnegative function has integral zero exactly when it vanishes almost everywhere. (The Lebesgue integral is linear on L1(μ), Monotone convergence for the integral, A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere)

[F3]

Restrictions to Borel sets are measures. Being carried by a null Borel set is the meaning of singularity here; Haar measure is a probability measure. (Restriction of a measure to a measurable set, The restriction of a measure to a measurable set is a measure, A positive, signed, or complex measure concentrated on a measurable set, The one-dimensional torus and its normalized Haar integral)

Proof

1.1F1F3givenconstructalgebra

Set ν=μ+m, a finite positive measure on the circle Borel sigma-algebra. The functional Λ(f)=∫f dm on real L2(ν) is well-defined: a ν-null set is m-null since m≤ν, and Cauchy-Schwarz gives ∫∣f∣ dm≤(∫∣f∣2 dm)1/2≤∥f∥L2(ν). By [F1] there is a real Borel representative h∈L2(ν) with Λ(f)=∫fh dν. Every Borel indicator lies in this L2, so m(E)=∫Eh dν(E Borel).

2.1F2step 1.1constructalgebra

This identity forces 0≤h≤1 ν-almost everywhere. On Ek={h<−1/k} the integral is at most −ν(Ek)/k but equals the nonnegative m(Ek), hence ν(Ek)=0. On Dk={h>1+1/k} it is at least (1+1/k)ν(Dk) but m(Dk)≤ν(Dk), so ν(Dk)=0. Clip h into [0,1] on the countable union of these null Borel sets. The identity remains true. By linearity, μ(E)=ν(E)−m(E)=∫E(1−h) dν.

3.1F2F3step 1.1step 2.1constructalgebra

Put N={h=0}, and define w=(1−h)/h on T∖N and w=0 on N. Step 1.1 gives m(N)=0. Its indicator identity implies ∫v dm=∫vh dν for every nonnegative Borel v: first for simple functions by linearity, then for arbitrary nonnegative functions by increasing simple approximation and [F2]. Applying it to v=w1E gives ∫Ew dm=∫E∖N(1−h) dν=μ(E∖N). In particular w is integrable, with integral at most μ(T). Set μs=ν∣N=μ∣N by step 2.1. It is positive, finite and carried by the m-null Borel set N, and the displayed identity proves μ=w m+μs.

4.1F2step 3.1algebra∎

For uniqueness, suppose also μ=v m+ρs with the stated properties. Choose null Borel carriers for μs and ρs and let A be their union. For every Borel E⊆T∖A, equality of the two measures gives ∫E(w−v) dm=0. Testing the sets where w−v>1/k or v−w>1/k proves w=v almost everywhere outside A, hence everywhere almost surely. The density measures are equal, and subtraction then gives μs=ρs. For μ=0, positivity forces both parts zero. Countable choice was used only for the Hilbert-space interface [F1]; all other constructions use explicit measurable formulas.

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