diff --git a/src/measure/vector/rn-draft.tex b/src/measure/vector/rn-draft.tex index 17ef04b..704d8ca 100644 --- a/src/measure/vector/rn-draft.tex +++ b/src/measure/vector/rn-draft.tex @@ -1,6 +1,12 @@ \begin{theorem}[Lebesgue-Radon-Nikodym (Localisable)] \label{theorem:lebesgue-radon-nikodym-localisable} - Let $(X, \cm)$ be a measurable space, $\mu: \cm \to [0, \infty]$ be a localisable measure, $\nu: \cm \to [0, \infty]$ be a positive measure, and $\cf \subset \cm$ be a \hyperref[scaffold]{definition:measure-scaffold} for both $\mu$ and $\nu$, then there exists a unique pair of positive measures $\nu_a, \nu_s: \cm \to [0, \infty]$ such that: + Let $(X, \cm)$ be a measurable space, $\mu, \nu: \cm \to [0, \infty]$ be positive measures, and $\cf \subset \cm$ be an ideal such that: + \begin{enumerate}[label=(\alph*)] + \item $(X, \cm, \mu + \nu)$ and $(X, \cm, \mu)$ are localisable. + \item $\cf$ is a \hyperref[scaffold]{definition:measure-scaffold} for both $\mu$ and $\nu$. + \end{enumerate} + + then there exists a unique pair of positive measures $\nu_a, \nu_s: \cm \to [0, \infty]$ such that: \begin{enumerate} \item $\nu = \nu_a + \nu_s$. \item $\nu_a$ is absolutely continuous with respect to $\mu$. @@ -36,6 +42,8 @@ is a measure. + (4): By definition, $\cf$ is a scaffold for $\nu_s$. By \autoref{lemma:scaffolded-ac}, it is also a scaffold for $f d\mu$. + (1): Let $E \in \cm$, then since $\cf$ is a scaffold for $\nu$, \begin{align*} \nu(E) &= \sup_{A \in \cf}\nu(A \cap E) = \sup_{A \in \cf}\nu^A(A \cap E) \\ @@ -53,7 +61,7 @@ \nu(E) = \sup_{A \in \cf}\int_{A \cap E}f_A d\mu + \sup_{A \in \cf}\nu_s^A(A \cap E) \] - Now, since $\cf$ is a scaffold for $\mu$ as well, \autoref{lemma:scaffolded-ac} implies that + Now, since $\cf$ is a scaffold for $f\mu$, \[ \sup_{A \in \cf}\int_{A \cap E}f_A d\mu = \int_A f d\mu \] @@ -73,23 +81,19 @@ \item $\mu(F_A) = 0$ and $\nu_s^A(E_A) = 0$. \end{enumerate} - Let $F$ be an essential supremum of $\bracs{F_A}_{A \in \cf}$. - - Let $E$ and $F$ be essential suprema of $\bracs{E_A}_{A \in \cf}$ and $\bracs{F_A}_{A \in \cf}$ in $(X, \cm, \mu)$, respectively. By \autoref{lemma:gluing-measurable-sets}, $\mu(E \cap F) = 0$. After modification on a null set, assume without loss of generality that $X = E \sqcup F$. - - - - - - The pair $(\nu_a, \nu_s)$ is the \textbf{Lebesgue decomposition} of $\nu$ with respect to $\mu$. Moreover, there exists a unique $\frac{d\nu_a}{d\mu} \in L^+(X, \cm, \mu)$ such that for every $A \in \cm$, + Let $F$ be an essential supremum of $\bracs{F_A}_{A \in \cf}$ with respect to $(\mu + \nu)$. By \autoref{lemma:gluing-measurable-sets}, for each $A \in \cf$, \[ - \nu_a(A) = \int_{A} \frac{d\nu_a}{d\mu} d\mu + \mu(F \cap A) = \mu(F \cap E_A) \le (\mu + \nu)(F \cap E_A) = 0 \] - If $\nu \ll \mu$, then $\nu_s = 0$ and $\nu(dx) = \frac{d\nu_a}{d\mu}\mu(dx) = \frac{d\nu_a}{d\mu}\mu(dx)$. In which case, the function $\frac{d\nu}{d\mu}$ is the \textbf{Radon-Nikodym derivative} of $\nu$ with respect to $\mu$. + Since $\cf$ is a scaffold for $\mu$, $\mu(F) = 0$. On the other hand, for each $A \in \cf$, + \begin{align*} + \nu_s(A \setminus F) &= \nu_s(E_A \setminus F) + \nu_s(F_A \setminus F) \\ + &\le \nu_s(E_A) + (\mu + \nu)(F_A \setminus F) = 0 + \end{align*} - Let $A \in \cf$, then - \[ - \mu^A: \cm \to [0, \infty] \quad - \] + By definition of $\nu_s$, $\nu(F^c) = 0$. Therefore $\mu \perp \nu_s$. + + (Uniqueness): By uniqueness of the finite case, the restriction of $(\nu_a, \nu_s)$ to each set in $\cf$ is unique. Since $\cf$ is a scaffold for both measures, they are uniquely determined by their restrictions to each set in $\cf$. + \end{proof} diff --git a/src/measure/vector/rn.tex b/src/measure/vector/rn.tex index ec2291b..7cbd27a 100644 --- a/src/measure/vector/rn.tex +++ b/src/measure/vector/rn.tex @@ -97,3 +97,105 @@ \end{proof} +\begin{theorem}[Lebesgue-Radon-Nikodym (Localisable)] +\label{theorem:lebesgue-radon-nikodym-localisable} + Let $(X, \cm)$ be a measurable space, $\mu, \nu: \cm \to [0, \infty]$ be positive measures, and $\cf \subset \cm$ be an ideal such that: + \begin{enumerate}[label=(\alph*)] + \item $(X, \cm, \mu + \nu)$ and $(X, \cm, \mu)$ are localisable. + \item $\cf$ is a \hyperref[scaffold]{definition:measure-scaffold} for both $\mu$ and $\nu$. + \end{enumerate} + + then there exists a unique pair of positive measures $\nu_a, \nu_s: \cm \to [0, \infty]$ such that: + \begin{enumerate} + \item $\nu = \nu_a + \nu_s$. + \item $\nu_a$ is absolutely continuous with respect to $\mu$. + \item $\nu_s$ is mutually singular with $\mu$. + \item $\cf$ is a scaffold for $\nu_a$ and $\nu_s$. + \end{enumerate} + + The pair $(\nu_a, \nu_s)$ is the \textbf{Lebesgue decomposition} of $\nu$ with respect to $\mu$. Moreover, there exists a unique $\frac{d\nu_a}{d\mu} \in L^+(X, \cm, \mu)$ such that for every $A \in \cm$, + \[ + \nu_a(A) = \int_{A} \frac{d\nu_a}{d\mu} d\mu + \] + + If $\nu \ll \mu$, then $\nu_s = 0$ and $\nu(dx) = \frac{d\nu_a}{d\mu}\mu(dx) = \frac{d\nu_a}{d\mu}\mu(dx)$. In which case, the function $\frac{d\nu}{d\mu}$ is the \textbf{Radon-Nikodym derivative} of $\nu$ with respect to $\mu$. +\end{theorem} +\begin{proof} + For each $A \in \cf$ and $E \in \cm$, let + \[ + \mu^A(E) = \mu(A \cap E) \quad \nu^A(E) = \nu(A \cap E) + \] + + then $\mu^A$ and $\nu^A$ are finite measures on $A$. By the \hyperref[finite case]{theorem:lebesgue-radon-nikodym}, there exists an a.e. unique $f_A \in L^+(A, \mu)$ and $\nu_s^A: \cm \to [0, \infty]$ such that: + \begin{enumerate} + \item $d\nu^A = f_A\mu^A + \nu_s^A = f_A\mu + \nu_s^A$. + \item $\nu_s^A$ is mutually singular with $\mu$. + \end{enumerate} + + The uniqueness given by the finite case implies that for any $A, B \in \cf$, $f_A|_{A \cap B} = f_B|_{A \cap B}$ $\mu$-almost everywhere. By the \hyperref[gluing lemma for measurable functions]{lemma:gluing-measurable}, there exists $f \in L^+(X, \mu)$ such that $f|_A = f_A$ $\mu$-almost everywhere for all $A \in \cf$. + + By the \hyperref[gluing lemma for measures]{lemma:gluing-measure}, + \[ + \nu_s: \cm \to [0, \infty] \quad E \mapsto \sup_{A \in \cf}\nu_s^A(E \cap A) + \] + + is a measure. + + (4): By definition, $\cf$ is a scaffold for $\nu_s$. By \autoref{lemma:scaffolded-ac}, it is also a scaffold for $f d\mu$. + + (1): Let $E \in \cm$, then since $\cf$ is a scaffold for $\nu$, + \begin{align*} + \nu(E) &= \sup_{A \in \cf}\nu(A \cap E) = \sup_{A \in \cf}\nu^A(A \cap E) \\ + &= \sup_{A \in \cf}\braks{\int_{A \cap E}f_A d\mu + \nu_s^A(A \cap E)} + \end{align*} + + As $\cf$ is an ideal, for any $A, B \in \cf$, $A \cup B \in \cf$, and + \begin{align*} + \int_{A \cap E}f_A d\mu \vee \int_{B \cap E}f_B d\mu &\le \int_{(A \cup B) \cap E}f_{A \cup B} d\mu \\ + \nu_s^A(A \cap E) \vee \nu_s^B(B \cap E) &\le \nu_s^{A \cup B}((A \cup B) \cap E) + \end{align*} + + Thus the sum and the supremum may be interchanged, so + \[ + \nu(E) = \sup_{A \in \cf}\int_{A \cap E}f_A d\mu + \sup_{A \in \cf}\nu_s^A(A \cap E) + \] + + Now, since $\cf$ is a scaffold for $f\mu$, + \[ + \sup_{A \in \cf}\int_{A \cap E}f_A d\mu = \int_A f d\mu + \] + + By definition of $\nu_s$, + \[ + \sup_{A \in \cf}\nu_s^A(A \cap E) = \nu_s(E) + \] + + Therefore $\nu(E) = \int_E f d\mu + \nu_s(E)$, so $\nu(dx) = f(x)\mu(dx) + \nu_s(dx)$. + + (2): $\nu_a(dx) = f(x)\mu(dx)$. + + (3): For each $A \in \cf$, $f_A d\mu \perp \nu_s^A$, so there exists $E_A, F_A \in \cm$ such that: + \begin{enumerate}[label=(\roman*)] + \item $A = E_A \sqcup F_A$. + \item $\mu(F_A) = 0$ and $\nu_s^A(E_A) = 0$. + \end{enumerate} + + Let $F$ be an essential supremum of $\bracs{F_A}_{A \in \cf}$ with respect to $(\mu + \nu)$. By \autoref{lemma:gluing-measurable-sets}, for each $A \in \cf$, + \[ + \mu(F \cap A) = \mu(F \cap E_A) \le (\mu + \nu)(F \cap E_A) = 0 + \] + + Since $\cf$ is a scaffold for $\mu$, $\mu(F) = 0$. On the other hand, for each $A \in \cf$, + \begin{align*} + \nu_s(A \setminus F) &= \nu_s(E_A \setminus F) + \nu_s(F_A \setminus F) \\ + &\le \nu_s(E_A) + (\mu + \nu)(F_A \setminus F) = 0 + \end{align*} + + By definition of $\nu_s$, $\nu(F^c) = 0$. Therefore $\mu \perp \nu_s$. + + (Uniqueness): By uniqueness of the finite case, the restriction of $(\nu_a, \nu_s)$ to each set in $\cf$ is unique. Since $\cf$ is a scaffold for both measures, they are uniquely determined by their restrictions to each set in $\cf$. + +\end{proof} + + +