Suppose are two such decompositions. Choose measurable supports of the singular parts with , and put . Absolute continuity makes both and vanish on . On the two singular parts vanish, so for every measurable ,
Subtracting from the finite measure gives . This proves uniqueness of the Lebesgue decomposition without subtracting infinite masses.
For the specified , the restriction to is singular because , and the complementary restriction is absolutely continuous by assumption. Their sum is . Uniqueness therefore gives

Articles by others on the same topic (0)

There are currently no matching articles.