In mathematics, the Hahn decomposition theorem, named after the Austrian mathematician Hans Hahn, states that for any measurable space ( X , Σ ) {\displaystyle (X,\Sigma )} and any signed measure μ {\displaystyle \mu } defined on the σ {\displaystyle \sigma } -algebra Σ {\displaystyle \Sigma } , there exist two Σ {\displaystyle \Sigma } -measurable sets, P {\displaystyle P} and N {\displaystyle N} , of X {\displaystyle X} such that:
P ∪ N = X {\displaystyle P\cup N=X} and P ∩ N = ∅ {\displaystyle P\cap N=\varnothing } . For every E ∈ Σ {\displaystyle E\in \Sigma } such that E ⊆ P {\displaystyle E\subseteq P} , one has μ ( E ) ≥ 0 {\displaystyle \mu (E)\geq 0} , i.e., P {\displaystyle P} is a positive set for μ {\displaystyle \mu } . For every E ∈ Σ {\displaystyle E\in \Sigma } such that E ⊆ N {\displaystyle E\subseteq N} , one has μ ( E ) ≤ 0 {\displaystyle \mu (E)\leq 0} , i.e., N {\displaystyle N} is a negative set for μ {\displaystyle \mu } . Moreover, this decomposition is essentially unique, meaning that for any other pair ( P ′ , N ′ ) {\displaystyle (P',N')} of Σ {\displaystyle \Sigma } -measurable subsets of X {\displaystyle X} fulfilling the three conditions above, the symmetric differences P △ P ′ {\displaystyle P\triangle P'} and N △ N ′ {\displaystyle N\triangle N'} are μ {\displaystyle \mu } -null sets in the strong sense that every Σ {\displaystyle \Sigma } -measurable subset of them has zero measure. The pair ( P , N ) {\displaystyle (P,N)} is then called a Hahn decomposition of the signed measure μ {\displaystyle \mu } .
Jordan measure decomposition A consequence of the Hahn decomposition theorem is the Jordan decomposition theorem, which states that every signed measure μ {\displaystyle \mu } defined on Σ {\displaystyle \Sigma } has a unique decomposition into the difference μ = μ + − μ − {\displaystyle \mu =\mu ^{+}-\mu ^{-}} of two positive measures, μ + {\displaystyle \mu ^{+}} and μ − {\displaystyle \mu ^{-}} , at least one of which is finite, such that μ + ( E ) = 0 {\displaystyle {\mu ^{+}}(E)=0} for every Σ {\displaystyle \Sigma } -measurable subset E ⊆ N {\displaystyle E\subseteq N} and μ − ( E ) = 0 {\displaystyle {\mu ^{-}}(E)=0} for every Σ {\displaystyle \Sigma } -measurable subset E ⊆ P {\displaystyle E\subseteq P} , for any Hahn decomposition ( P , N ) {\displaystyle (P,N)} of μ {\displaystyle \mu } . We call μ + {\displaystyle \mu ^{+}} and μ − {\displaystyle \mu ^{-}} the positive and negative part of μ {\displaystyle \mu } , respectively. The pair ( μ + , μ − ) {\displaystyle (\mu ^{+},\mu ^{-})} is called a Jordan decomposition (or sometimes Hahn–Jordan decomposition) of μ {\displaystyle \mu } . The two measures can be defined as
… excerpt ends here. Continue reading the full article.
