Lebesgue decomposition theorem
Let and be two -finite signed measures in the measurable space![]()
. There exist two -finite (http://planetmath.org/SigmaFinite) signed measures and such that:
- 1.
;
- 2.
(i.e. is absolutely continuous

with respect to ;)
- 3.
(i.e. and are singular.)
These two measures![]()
are uniquely determined.