The Lebesgue decomposition (Q5919270): Difference between revisions

The existence of a Lebesgue decomposition of a measure \(\nu\) with respect to a measure \(\mu\) \((\nu =\alpha +\beta,\alpha \ll \mu,\beta \perp \mu)\) is established whenever \(\nu\) is \(\sigma\)-finite whether or not \(\mu\) is, extending the known result when \(\nu\) and \(\mu\) are both \(\sigma\)-finite. More generally, a Lebesgue decomposition is obtained whenever \(\nu\) is determined by a collection of sets \({\mathcal E}\), in the sense that (i) A is measurable if and only if \(A\cap E\) is measurable for each \(E\in {\mathcal E}\) and \((ii)\quad \nu (A)=\sum \{\nu (A\cap E):\;E\in {\mathcal E}\}\) for every measurable set A, which in like fashion determines the null sets of \(\mu\). In addition, the question of whether pairs (\(\nu\),\(\mu\)) with no Lebesgue decomposition can be extended to larger \(\sigma\)-fields to obtain Lebesgue decompositions is investigated in a series of examples and special cases with both positive and negative answers.