Problem
Given a Hilbert space $\mathcal{H}$.
Let the Lebesgue measure be $\lambda$.
Consider a Borel spectral measure: $$E:\mathcal{B}(\mathbb{C})\to\mathcal{B}(\mathcal{H})$$
Denote its probability measures by: $$\nu_\varphi(A):=\|E(A)\varphi\|^2$$
Introduce the spectral space: $$\mathcal{H}_\parallel:=\{\varphi:\nu_\varphi\ll\lambda\}$$ $$\mathcal{H}_\perp:=\{\varphi:\nu_\varphi\perp\lambda\}$$
Then they decompose: $$\mathcal{H}=\mathcal{H}_\parallel\oplus\mathcal{H}_\perp$$
How to prove this?
Attention
This thread has been split: Spectral Spaces (II)
Preparation
For finite measures: $$\nu_\varphi(A^\complement)=0\iff\nu_\varphi(A)=\nu_\varphi(\Omega)$$
Check equivalences: $$\nu_\varphi(A)=0\iff E(A)\varphi=0$$ $$\nu_\varphi(A)=\nu_\varphi(\Omega)\iff E(A)\varphi=\varphi$$ Concluding preparation.
Decomposition
By preparation one has: $$\mathcal{H}_\parallel=\bigcap_{\lambda(N)=0}\mathcal{N}E(N)\quad\mathcal{H}_\perp=\bigcup_{\lambda(N)=0}\mathcal{R}E(N)$$
Remind projections: $$\mathcal{R}E(A)^\perp=\mathcal{N}E(A)\quad\mathcal{R}E(A)=\mathcal{N}E(A)^\perp$$
Orthogonal complement:* $$(\mathcal{H}_\perp)^\perp=\left(\bigcup_{\lambda(N)=0}\mathcal{R}E(N)\right)^\perp=\bigcap_{\lambda(N)=0}\mathcal{R}E(N)^\perp=\bigcap_{\lambda(N)=0}\mathcal{N}E(N)=\mathcal{H}_\parallel$$
It is closed subspace: $$\varphi^{(\prime)}\in\mathcal{H}_\perp\implies\varphi^{(\prime)}\in\mathcal{R}E(N^{(\prime)})\implies\varphi+\varphi'\in\mathcal{R}E(N\cup N')\implies\varphi+\varphi'\in\mathcal{H}_\perp$$ $$\varphi_n\in\mathcal{H}_\perp\implies\varphi_n\in\mathcal{R}E(N_n)\implies\lim_n\varphi_n\in\mathcal{R}E(\cup_n N_n)\implies\lim_n\varphi_n\in\mathcal{H}_\perp$$
Concluding decomposition.
*Reference: Hilbert vs. De Morgan