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In mathematics, the Hahn decomposition theorem, named after the Austrian mathematician Hans Hahn, states that given a measurable space (''X'',Σ) and a signed measure ''μ'' defined on the σ-algebra Σ, there exist two measurable sets ''P'' and ''N'' in Σ such that: #''P'' ∪ ''N'' = ''X'' and ''P'' ∩ ''N'' = ∅. #For each ''E'' in Σ such that ''E'' ⊆ ''P'' one has ''μ''(''E'') ≥ 0; that is, ''P'' is a positive set for ''μ''. #For each ''E'' in Σ such that ''E'' ⊆ ''N'' one has ''μ''(''E'') ≤ 0; that is, ''N'' is a negative set for ''μ''. Moreover, this decomposition is essentially unique, in the sense that for any other pair (''P'' ==Jordan measure decomposition== A consequence of the Hahn decomposition theorem is the ''Jordan decomposition theorem'', which states that every signed measure ''μ'' has a ''unique'' decomposition into a difference μ = μ+ − μ− of two positive measures ''μ''+ and ''μ''−, at least one of which is finite, such that μ+(E) = 0 if E ⊆ N and μ−(E) = 0 if E ⊆ P for any Hahn decomposition (P,N) of μ. ''μ''+ and ''μ''− are called the ''positive'' and ''negative part'' of ''μ'', respectively. The pair (''μ''+, ''μ''−) is called a ''Jordan decomposition'' (or sometimes ''Hahn–Jordan decomposition'') of ''μ''. The two measures can be defined as : and : for every ''E'' in Σ and any Hahn decomposition (P,N) of μ. Note that the Jordan decomposition is unique, while the Hahn decomposition is only essentially unique. The Jordan decomposition has the following corollary: Given a Jordan decomposition (μ+, μ−) of a finite signed measure μ, : and : for any E in Σ. Also, if μ = ν+ − ν− for a pair of finite non-negative measures (ν+, ν−), then : The last expression means that the Jordan decomposition is the ''minimal'' decomposition of μ into a difference of non-negative measures. This is the ''minimality property'' of the Jordan decomposition. Proof of the Jordan decomposition: For an elementary proof of the existence, uniqueness, and minimality of the Jordan measure decomposition see (Fischer (2012) ). 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Hahn decomposition theorem」の詳細全文を読む スポンサード リンク
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