\(\DeclarePairedDelimiterX{\Set}[2]{\{}{\}}{#1 \nonscript\;\delimsize\vert\nonscript\; #2}\) \( \DeclarePairedDelimiter{\set}{\{}{\}}\) \( \DeclarePairedDelimiter{\parens}{\left(}{\right)}\) \(\DeclarePairedDelimiterX{\innerproduct}[1]{\langle}{\rangle}{#1}\) \(\newcommand{\ip}[1]{\innerproduct{#1}}\) \(\newcommand{\bmat}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\barray}[1]{\left[\hspace{2.0pt}\begin{matrix}#1\end{matrix}\hspace{2.0pt}\right]}\) \(\newcommand{\mat}[1]{\begin{matrix}#1\end{matrix}}\) \(\newcommand{\pmat}[1]{\begin{pmatrix}#1\end{pmatrix}}\) \(\newcommand{\mathword}[1]{\mathop{\textup{#1}}}\)
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Interchangeable Measures
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Interchangeable Singular Decomposition

Why

Suppose a measure is not interchangeable with another. Then what. We can separate out the troublesome piece; perhaps it can be handled separately.

Result

Let $(X, \mathcal{A} )$ be a measurable space. Let $\mu $ be a measure on $(X, \mathcal{A} )$. Let $\nu $ be a finite signed measure or complex measure or $\sigma $-finite measure on $(X, \mathcal{A} )$. There there is a unique decomposition $\nu = \nu _a + \nu _s$ where $\nu _a \ll \mu $ and $\nu _s \perp \mu $.

The above is also called Lebesgue's Decomposition Theorem

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