Hahn Decomposition Theorem
Submitted by yonatan zilpa on
Let $\nu$ be a signed measure over measurable space $(X,\mathcal{M})$. Denote
$\tilde{N}=\left\{ u\in \mathcal{M} \; :\; \mbox{$u$ is $\nu$-negative}
\right\}$ and $\tilde{P}=\left\{ u\in \mathcal{M} \; :\; \mbox{$u$ is
$\nu$-positive} \right\}$
- $\exists N\in \tilde{N}\Big(\exists P \in \tilde{P}\Big( N\cap P=\emptyset \; \mbox{ and }\; N\cup P = X\Big)\Big)$
- $\forall N,N^{'}\in \tilde{N}\Big(\forall P,P^{'}\in \tilde{P} \Big(N\sqcup P =N^{'}\sqcup P^{'}=X \; \Longrightarrow \nu( P\triangle \tilde{P})=\nu( N\triangle \tilde{N})=0\Big)\Big) $