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单词 LebesgueDecompositionTheorem
释义

Lebesgue decomposition theorem


Let μ and ν be two σ-finite signed measures in the measurable spaceMathworldPlanetmathPlanetmath (Ω,𝒮). There exist two σ-finite (http://planetmath.org/SigmaFinite) signed measures ν0 and ν1 such that:

  1. 1.

    ν=ν0+ν1;

  2. 2.

    ν0μ (i.e. ν0 is absolutely continuousMathworldPlanetmath with respect to μ;)

  3. 3.

    ν1μ (i.e. ν1 and μ are singular.)

These two measuresMathworldPlanetmath are uniquely determined.

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