A functional analytic proof of the Lebesgue-Darst decomposition theorem
In this paper, a functional analytic proof of the Lebesgue-Darst decomposition theorem is given. For a non-negative, bounded, finitely additive set function \(\nu\) on a ring \(\mathcal{R}\), the author constructs a real Hilbert space \(\mathcal{L}^{2}(\nu)\). Then another such set function \(\mu \) is taken. \(\nu\) is said to be absolutely continuous w.r.t. \(\mu \) if for any sequence \( \{ E_{n} \} \subset \mathcal{R}\), \((\mu(E_{n}) \to 0) \Rightarrow (\nu(E_{n}) \to 0)\); and \(\nu\) is said to be singular w.r.t. \(\mu \) if for any non-negative, bounded, finitely additive set function \(\lambda\) with \( \lambda \leq \mu\) and \( \lambda \leq \nu\) follows \(\lambda =0\). The author uses the elementary properties of Hilbert spaces to prove the main result: Let \(\nu, \mu \) be two non-negative, bounded, finitely additive set functions on a ring \(\mathcal{R}\). Then \(\nu= \nu_{s} + \nu_{a}\), where \(\nu_{s}, \nu_{a} \) are two non-negative, bounded, finitely additive set functions with \(\nu_{s}\) singular w.r.t \(\mu \) and \(\nu_{a}\) absolutely continuous w.r.t. \(\mu \).
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