Lebesgue's decomposition theorem
In mathematics, more precisely in measure theory, the Lebesgue decomposition theorem provides a way to decompose a measure into two distinct parts based on their relationship with another measure.
Formal Statement
The theorem states that if is a measurable space and andare σ-finite signed measures on, then there exist two uniquely determined σ-finite signed measures and such that:
- .
Refinement
be a measure space, a σ-finite positive measure on and a complex measure on.
- There is a unique pair of complex measures on such that If is positive and finite, then so are and.
- There is a unique such that
An alternative refinement is that of the decomposition of a regular Borel measure
where
- is the absolutely continuous part
- is the singular continuous part
- is the pure point part.
Related concepts
Lévy–Itō decomposition
The analogous decomposition for a stochastic processes is the Lévy–Itō decomposition: given a Lévy process X, it can be decomposed as a sum of three independent Lévy processes where:- is a Brownian motion with drift, corresponding to the absolutely continuous part;
- is a compound Poisson process, corresponding to the pure point part;
- is a square integrable pure jump martingale that almost surely has a countable number of jumps on a finite interval, corresponding to the singular continuous part.