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The Lebesgue decomposition of a sigma-finite signed measure is unique
Statement
Let be a positive measure and let be a signed measure on the same measurable space. No choice or sigma-finiteness assumption is needed for uniqueness. If with and , then
Facts & Assumptions
Given: Two Lebesgue decompositions of the same signed measure relative to a positive measure .
Singularity provides a measurable -null carrier; concentration means vanishing on every measurable subset of its complement. (Mutual singularity for signed or complex measures, A positive, signed, or complex measure concentrated on a measurable set)
An absolutely continuous measure vanishes on every measurable -null set. (Absolute continuity of a signed or complex measure with respect to a positive measure)
Proof
Choose measurable -null carriers for , respectively. These are just two existential witnesses, so no choice axiom is needed. Let , again measurable and -null. Both singular parts vanish on every measurable subset of , and both absolutely continuous parts vanish on every measurable subset of .
For every measurable , evaluate each given decomposition on . It gives . As both absolutely continuous parts vanish on , additivity yields . No difference of infinite values occurs.
Similarly, evaluating on gives . Both singular parts vanish on , so . Since was arbitrary, both components are unique.
Depends on
Used by
- The absolutely continuous part and the singular part in the Lebesgue decomposition Definition
- The Lebesgue decomposition of one half Lebesgue plus one half Cantor measure Example
- Every finite Borel measure on R has a unique absolutely continuous, discrete, and singular-continuous decomposition Theorem
Dependency tree · two levels
6 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Richard F. Bass, Real Analysis for Graduate Students, Theorem 13.5 (standard reference, not scraped)
- Sheldon Axler, Measure, Integration & Real Analysis, 9.35 (standard reference, not scraped)