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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-31
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The Lebesgue decomposition of a sigma-finite signed measure is unique

Statement

Let μ be a positive measure and let ν be a signed measure satisfying the common finite-exhaustion hypothesis of Every sigma-finite signed measure admits a Lebesgue decomposition relative to a sigma-finite positive measure. If ν=νa+νs=ν~a+ν~s, with νa,ν~aμ and νs,ν~sμ, then νa=ν~a,νs=ν~s.

Facts & Assumptions

Given: Two Lebesgue decompositions of the same signed measure ν relative to a positive measure μ.

[L1]

A measure concentrated on a μ-null set is singular with respect to μ. (A positive, signed, or complex measure concentrated on a measurable set)

[L2]

A signed or complex measure that is both absolutely continuous and singular with respect to μ is zero. (A signed or complex measure that is both absolutely continuous and singular with respect to the same positive measure is zero)

Proof

technique · direct
1.1

Subtract the two decompositions to obtain νaν~a=ν~sνs. The left-hand side is absolutely continuous with respect to μ, because differences of absolutely continuous measures are again absolutely continuous.

givenalgebra
1.2

Choose μ-null sets N and N~ on which νs and ν~s are concentrated. Then ν~sνs is concentrated on NN~, which is still μ-null, so [L1] makes the right-hand side singular with respect to μ.

givenL1choose
2.1

The common difference in steps 1.1 and 1.2 is therefore both absolutely continuous and singular with respect to μ, so [L2] forces νaν~a=0. Substituting back into the decomposition identity gives νsν~s=0 as well.

step 1.1step 1.2L2

Depends on

Used by

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