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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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 ⓘ
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 ⓘ
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 ⓘ
Lebesgue decomposition theorem ⓘ
Radon–Nikodym theorem ⓘ
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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Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Hans Hahn → notableWork → Hahn decomposition theorem ⓘ
measure theory → usesConcept → Hahn decomposition theorem ⓘ
Lebesgue decomposition theorem → relatedTo → Jordan decomposition theorem ⓘ
linked to: Hahn decomposition theorem