DECOMPOSITIONS OF SPACES OF MEASURES

Abstract

Let 𝔐 be the Banach space of σ-additive complex-valued measures on an abstract measurable space. We prove that any closed, with respect to absolute continuity norm-closed, linear subspace L of 𝔐 is complemented and describe the unique complement, projection onto L along which has norm 1. Using this fact we prove a decomposition theorem, which includes the Jordan decomposition theorem, the generalized Radon–Nikodým theorem and the decomposition of measures into decaying and non-decaying components as particular cases. We also prove an analog of the Jessen–Wintner purity theorem for our decompositions.