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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-31
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Every finite Borel measure on R has a unique absolutely continuous, discrete, and singular-continuous decomposition

Statement

Assume the Axiom of Countable Choice. Let μ be a finite Borel measure on R. Then there exist unique finite Borel measures μac,μd,μsc such that μ=μac+μd+μsc, where μacλ, μd is discrete, and μsc is atomless and singular with respect to Lebesgue measure λ.

Facts & Assumptions

Given: Countable choice and a finite Borel measure μ on R.

[L1]

Every finite Borel measure on R splits uniquely as an atomic part plus an atomless part. (Every finite Borel measure on R splits as an atomic part plus an atomless part)

[L2]

Lebesgue measure is the Lebesgue-Stieltjes measure of the identity function on R. (Lebesgue measure is the Lebesgue-Stieltjes measure of the identity function)

[L3]

The Lebesgue decomposition exists and is unique when the measure and the positive reference measure admit a common finite exhaustion (Every sigma-finite signed measure admits a Lebesgue decomposition relative to a sigma-finite positive measure, The Lebesgue decomposition of a sigma-finite signed measure is unique).

[L4]

The Cantor measure is a singular atomless probability measure, so the singular-continuous part is a genuine phenomenon. (The Cantor measure, The Cantor measure is a singular atomless probability measure concentrated on the Cantor set)

Proof

technique · direct
1.1

By [L1], write μ=μd+η, where μd is discrete and η is atomless.

L1choose
2.1

Choose an increasing exhaustion (Xn) of R with λ(Xn)<. Since η is finite, also η(Xn)<, so [L3] applies to η relative to Lebesgue measure λ from [L2]. This gives η=μac+μsc with μacλ and μscλ. Because η is atomless and both summands are positive, μac({x})+μsc({x})=η({x})=0 forces μac({x})=μsc({x})=0 for every x, so μsc is atomless as well.

L2L3step 1.1construct
3.1

Combining steps 1.1 and 2.1 gives the required decomposition μ=μac+μd+μsc. Uniqueness follows because [L1] uniquely determines the discrete part and atomless remainder, while [L3] uniquely decomposes that atomless remainder into its absolutely continuous and singular pieces. The singular-continuous part is nonvacuous by [L4], which provides an atomless singular finite Borel measure.

L1L3L4step 1.1step 2.1

Depends on

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Sources