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.