Here is my proof. Looking for:
- Proof verification - is this correct? Most important!
- Suggestions on ways to make it better if it is correct. Secondary
- Other proofs. Curious. Is there another approach to this proof completely different from the one I posted.
Thanks!
Proof: Let $\mu$ be a measure and $\mu_1$ and $\mu_2$ be mutually singular measures on a space $(X, \mathcal{B})$. We show if $\mu = \mu_1 - \mu_2$ then $\mu_2 = 0$. Since $\mu_1$ and $\mu_2$ are mutually singular we can consider $X$ a disjoint union of measurable sets $A$ and $B$ such that $X = A \cup B$ and
$$\mu_1(B) = 0 = \mu_2(A).$$
Assume $\mu = \mu_1 - \mu_2$. Since $\mu$, $\mu_1$, and $\mu_2$ are all measures by definition they are all greater than or equal to zero. Now assume $E \subset B$ and consider,
$$\mu(E) = \mu_1(E) - \mu_2(E).$$
then $\mu_1(E) = 0$ so we would have
$$\mu(E) = 0 - \mu_2(E).$$
This contradicts the fact that $\mu(E) \ge 0$ and thus $\mu_2(E) = 0$. Therefore if $\mu$ is a measure and $\mu_1$ and $\mu_2$ are mutually singular measures on a space $(X, \mathcal{B})$, if $\mu = \mu_1 - \mu_2$ then $\mu_2 = 0$.