The Hahn Decomposition Theorem is a fundamental result in measure theory, particularly in the study of signed measures. It states that for any signed measure defined on a measurable space, there exists a decomposition of the space into two disjoint measurable sets and such that:
The sets and are constructed such that every measurable set can be expressed as the union of a set from and a set from , ensuring that the signed measure can be understood in terms of its positive and negative parts. This theorem is essential for the development of the Radon-Nikodym theorem and plays a crucial role in various applications, including probability theory and functional analysis.
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