Hahn decomposition 2026-10-31
A Hahn decomposition of a signed measure partitions its space into measurable sets such that every measurable subset of has nonnegative measure and every measurable subset of has nonpositive measure. For finite total variation measure, set and choose a -null set maximizing : a countable union of approximating null sets attains the supremum. If some subset of its complement has negative signed mass, successively remove disjoint subsets with positive mass at least half the supremum still available. Their masses tend to zero because their sum is bounded by total variation. The remainder has no positive-measure subset, has negative mass, and is -null, contradicting maximality after adjoining it to . On one has and on one has . Consequently , an explicit Radon-Nikodym derivative.
For a signed measure define its total variation measure by
The value at the empty set is zero. For disjoint measurable sets with union , any finite partition of gives
Taking the supremum proves one inequality. In the reverse direction choose, for the first sets, finite partitions approaching their variation values. Combining these partitions and the remaining set gives
If one term is infinite, its partition sums can instead be made arbitrarily large. Letting and proves countable additivity, including infinite values. Thus is a positive measure. This uses only countable additivity of , without assuming a Hahn decomposition.
If , then , so . Suppose instead that but . The preceding construction gives with and . Then is -null with variation strictly larger than that of , a contradiction. Hence on the complement of . This is a Hahn decomposition.
On every partition has nonnegative signed measures, so for . On , vanishes. Splitting an arbitrary measurable set between these two sets gives
In particular , and the exhibited Radon-Nikodym derivative verifies the Radon-Nikodym theorem for this pair directly.