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A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density
Statement
Let be a positive measure and let be a finite complex measure on . If and is sigma-finite, then there exists a complex function , unique up to -almost-everywhere equality, such that
Facts & Assumptions
Given: A sigma-finite positive measure and a finite complex measure with .
The real and imaginary parts of are finite signed measures. (The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu)
For complex measures, is equivalent to and . (For signed and complex measures, absolute continuity is equivalent for the measure, its Jordan or real-imaginary parts, and its total variation)
A signed measure satisfying a common finite exhaustion with and absolutely continuous with respect to has an almost-everywhere unique density; if its total variation is finite, the density is integrable (A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density).
A complex function is integrable exactly when its real and imaginary parts are integrable. (Integrable real and complex functions, and their integrals)
A complex measure has finite total variation (Every complex measure has finite total variation).
Proof
By [L1] and [L2], the signed measures and are absolutely continuous with respect to . By [L5], partition sums for their total variations are bounded by those of , so both have finite total variation. Choose an increasing exhaustion with ; it is then common to and both signed measures. Applying [L3], choose real-valued such that
Put . Then [L4] gives , and for every measurable one has If is another such density, then its real and imaginary parts give alternative signed densities for and , so the uniqueness part of [L3] makes -almost everywhere.
Depends on
- A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density
- The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu
- Every complex measure has finite total variation
- For signed and complex measures, absolute continuity is equivalent for the measure, its Jordan or real-imaginary parts, and its total variation
- Integrable real and complex functions, and their integrals
Used by
- The Radon-Nikodym derivative as an almost-everywhere equivalence class Definition
- Every finite signed or complex measure has a polar decomposition against its total variation Theorem
- Integrating against a Radon-Nikodym derivative recovers integration against the measure Theorem
- Radon-Nikodym derivatives add almost everywhere Theorem
- Radon-Nikodym derivatives satisfy the chain rule along nu << mu << lambda Theorem
- The total variation of an absolutely continuous signed or complex measure has density the absolute value of the Radon-Nikodym derivative Theorem
Dependency tree · two levels
17 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- John K. Hunter, Measure Theory, Theorem 6.30 (standard reference, not scraped)
- Richard F. Bass, Real Analysis for Graduate Students, Exercise 13.3 (standard reference, not scraped)