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Finite positive circle measures admit a Lebesgue decomposition under countable choice
Statement
Assume countable choice. Every finite positive Borel measure on has a unique decomposition , where is Borel measurable and integrable for normalized Haar measure , and is a finite positive Borel measure carried by an -null Borel set. The density is unique up to -almost-everywhere equality. The zero measure is allowed.
Facts & Assumptions
Given: Countable choice and the finite positive measure on the circle, whose Haar measure has mass one.
Under countable choice, real is a Hilbert space for every measure space, with inner product . Every bounded real linear functional has a representing vector for this pairing. Cauchy-Schwarz bounds integrals of products of square-integrable functions. ( with the integral pairing is a Hilbert space, Riesz representation for Hilbert spaces, Cauchy-Schwarz inequality for , The Axiom of Countable Choice ())
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 , Monotone convergence for the integral, A nonnegative measurable function has integral exactly when it vanishes almost everywhere)
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
Set , a finite positive measure on the circle Borel sigma-algebra. The functional on real is well-defined: a -null set is -null since , and Cauchy-Schwarz gives . By [F1] there is a real Borel representative with . Every Borel indicator lies in this , so
This identity forces -almost everywhere. On the integral is at most but equals the nonnegative , hence . On it is at least but , so . Clip into on the countable union of these null Borel sets. The identity remains true. By linearity,
Put , and define on and on . Step 1.1 gives . Its indicator identity implies for every nonnegative Borel : first for simple functions by linearity, then for arbitrary nonnegative functions by increasing simple approximation and [F2]. Applying it to gives In particular is integrable, with integral at most . Set by step 2.1. It is positive, finite and carried by the -null Borel set , and the displayed identity proves .
For uniqueness, suppose also with the stated properties. Choose null Borel carriers for and and let be their union. For every Borel , equality of the two measures gives . Testing the sets where or proves almost everywhere outside , hence everywhere almost surely. The density measures are equal, and subtraction then gives . For , positivity forces both parts zero. Countable choice was used only for the Hilbert-space interface [F1]; all other constructions use explicit measurable formulas.
Depends on
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The one-dimensional torus and its normalized Haar integral
- $L^2$ with the integral pairing is a Hilbert space
- Riesz representation for Hilbert spaces
- Cauchy-Schwarz inequality for $L^2$
- The Lebesgue integral is linear on $L^1(\mu)$
- Monotone convergence for the integral
- A nonnegative measurable function has integral $0$ exactly when it vanishes almost everywhere
- 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
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