Hahn decomposition theorem

E475178

The Hahn decomposition theorem is a fundamental result in measure theory that states any signed measure space can be partitioned into a positive set and a negative set on which the measure is respectively nonnegative and nonpositive.

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Hahn decomposition theorem canonical 2

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Predicate Object
instanceOf result in measure theory
theorem
appearsIn textbooks on probability theory
textbooks on real analysis
appliesTo signed measure
signed measure space
assumes a signed measure defined on a σ-algebra
a σ-algebra of measurable sets
conclusion there exists a measurable positive set P and a measurable negative set N with union equal to the whole space up to a null set
ensures existence of maximal negative sets for a signed measure
existence of maximal positive sets for a signed measure
field measure theory
hasConsequence Jordan decomposition theorem NERFINISHED
holdsFor finite signed measures
general signed measures on measurable spaces
σ-finite signed measures
implies existence of a negative set for a signed measure
existence of a positive set for a signed measure
the underlying space is the union of a positive set and a negative set up to a null set
mathematicalDomain functional analysis
probability theory
real analysis
namedAfter Hans Hahn NERFINISHED
property the negative set is not unique but is unique up to a null set
the positive set is not unique but is unique up to a null set
relatedTo Jordan decomposition theorem NERFINISHED
Lebesgue decomposition theorem NERFINISHED
Radon–Nikodym theorem NERFINISHED
statesThat every signed measure space admits a decomposition into a positive set and a negative set
the positive set and negative set form a partition of the underlying space up to a null set
there exists a measurable set N such that the signed measure is nonpositive on all measurable subsets of N
there exists a measurable set P such that the signed measure is nonnegative on all measurable subsets of P
topicOf graduate-level measure theory courses
usedFor analysis of signed measures
construction of Jordan decomposition
decomposition of signed measures into positive and negative parts
usedIn functional analysis
integration theory
probability theory with signed or finite signed measures

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Hans Hahn notableWork Hahn decomposition theorem
measure theory usesConcept Hahn decomposition theorem