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TheoremStatement: Literature-sourcedProof: AI-adaptedprecheck passverified 2026-09-09 (gpt-6-astra)
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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 on the same measurable space. No choice or sigma-finiteness assumption is needed for uniqueness. If ν=νa+νs=ν~a+ν~s, with νa,ν~a≪μ and νs,ν~s⊥μ, 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]

Singularity provides a measurable μ-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)

[L2]

An absolutely continuous measure vanishes on every measurable μ-null set. (Absolute continuity of a signed or complex measure with respect to a positive measure)

Proof

technique · direct
1.1L1L2givenchoose

Choose measurable μ-null carriers N1,N2 for νs,ν~s, respectively. These are just two existential witnesses, so no choice axiom is needed. Let N=N1∪N2, again measurable and μ-null. Both singular parts vanish on every measurable subset of X∖N, and both absolutely continuous parts vanish on every measurable subset of N.

2.1step 1.1givenalgebra

For every measurable E, evaluate each given decomposition on E∖N. It gives ν(E∖N)=νa(E∖N)=ν~a(E∖N). As both absolutely continuous parts vanish on E∩N, additivity yields νa(E)=ν(E∖N)=ν~a(E). No difference of infinite values occurs.

3.1step 1.1givenalgebra∎

Similarly, evaluating on E∩N gives ν(E∩N)=νs(E∩N)=ν~s(E∩N). Both singular parts vanish on E∖N, so νs(E)=ν(E∩N)=ν~s(E). Since E was arbitrary, both components are unique.

Depends on

Used by

Dependency tree · two levels

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Sources