Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2008/iii/paper-11/2/solution
Past exam of the mathematics course of the University of Cambridge 2008 iii Paper 11 2 Solution by
Codex 0 Created 2026-10-03 Updated 2026-10-14
We construct the density and singular part, rather than assuming the desired Lebesgue decomposition theorem. Put , a finite dominating measure, and use the real Hilbert space . The linear functionalis well defined on its equivalence classes, since a -null set is -null. The Cauchy-Schwarz inequality and giveBy the Riesz representation theorem, there is with . Indicators of all measurable sets belong to this Hilbert space, soThe nonnegativity of these two measures forces almost everywhere. For instance, if , its -measure would be negative; the analogous sets contradict positivity of . Their countable union excludes every violation. Modify on its measurable -null exceptional set so that these inequalities hold everywhere. This is the Hilbert-space construction of dominated measure densities.
DefineThen , is a nonnegative measurable function, and . The identity for integration against follows first for indicators, then for nonnegative simple functions and finally for all nonnegative functions by the monotone convergence theorem. Applying it to givesIn particular , so . Additivity on the disjoint measurable sets and now givesThis is the Lebesgue decomposition from a sum-measure density: the first measure has a density, and the second is concentrated on a -null set, so is mutually singular with .
The absolute continuity of measures condition means that implies for every . If this holds, then , eliminating the singular part above. Conversely, a measure of the form vanishes on every -null set. ThereforeThus absolute continuity is exactly the absence of the singular part in this construction.
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