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Theorems · Theorem · measure theory

MeasureTheory.Measure.haveLebesgueDecomposition_of_finiteMeasure

∀ {α : Type u_1} {m : MeasurableSpace α} {μ ν : MeasureTheory.Measure α} [MeasureTheory.IsFiniteMeasure μ]
  [MeasureTheory.IsFiniteMeasure ν], μ.HaveLebesgueDecomposition ν

Any pair of finite measures μ and ν, HaveLebesgueDecomposition. That is to say, there exist a measure ξ and a measurable function f, such that ξ is mutually singular with respect to ν and μ = ξ + ν.withDensity f. This is not an instance since this is also shown for the more general σ-finite measures with MeasureTheory.Measure.haveLebesgueDecomposition_of_sigmaFinite.

Defined in
Mathlib.MeasureTheory.Measure.Decomposition.Lebesgue
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Foundations
Depth 209 from the axioms · uses propext, Classical.choice, Quot.sound
Assumes
MeasureTheory.IsFiniteMeasureMeasureTheory.IsFiniteMeasure

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