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Variation of a finite vector Radon measure is Radon

Statement

Let Ω⊆Rn be open and let μ=(μ1,…,μm) have finite signed Radon coordinate measures. For Borel A⊆Ω define V(A):=sup⁡{∑j=1∞∣μ(Aj)∣:(Aj)j≥1 is a Borel partition of A}, where the norm is Euclidean. Then V is a finite positive Radon measure and V(Ω)=sup⁡{∫Ωf⋅dμ:f∈Cc(Ω;Rm), ∣f(x)∣≤1}.

Facts & Assumptions

Given: An open set Ω⊆Rn and a finite tuple of finite signed Radon measures μi.

[F1]

For each coordinate, ∣μi∣ is a finite positive Radon measure. Finiteness upgrades its open-set compact approximation to all Borel sets: for a finite positive Radon measure ρ, Borel A and ϵ>0, choose compact C⊂Ω with ρ(Ω∖C)<ϵ/2, and open G⊃Ω∖A with ρ(G∩A)<ϵ/2. Then C∖G is compact in A and misses mass below ϵ. Thus each ∣μi∣ is regular on all Borel sets. The finite sum λ=∑i∣μi∣ is also regular: choose a compact subset of A for each coordinate and take their finite union for inner approximation, and intersect their open supersets for outer approximation, allocating error ϵ/m when m>0. (Radon measure on an LCH space, Regular complex Borel measures, The total variation of a signed or complex measure is a positive measure)

[F2]

Step 3.1 shows that V is a regular Borel measure, with compact inner approximation on all Borel sets. (Regular Borel measure on an LCH space)

Proof

Given: The open set Ω and finite signed Radon coordinate measures μi.

1.1F1givenalgebra

If m=0, the vector measure and V vanish and the zero field gives the asserted supremum. If Ω=∅, the conclusion is immediate. If n=0 and Ω≠∅, then Ω is a singleton, V(Ω)=∣μ(Ω)∣, and the constant field μ(Ω)/∣μ(Ω)∣ attains the supremum when the vector is nonzero (use the zero field otherwise). Assume henceforth n,m≥1. For every Borel A and every countable Borel partition (Aj) of A, the Euclidean norm satisfies ∣μ(Aj)∣≤∑i=1m∣μi(Aj)∣. Summing over j gives V(A)≤λ(A) for λ:=∑i=1m∣μi∣, so V is finite and V(Ω)<∞.

2.1F1step 1.1givenchoose

If A=⨆k≥1Ek is a disjoint Borel union, then intersecting any partition of A with each Ek and using countable additivity of each coordinate shows V(A)≤∑kV(Ek). Conversely, for fixed N and ε>0, choose for each of the finitely many k≤N a partition of Ek whose sum exceeds V(Ek)−ε/N. Their union, together with A∖⋃k≤NEk, is a partition of A, so V(A)≥∑k≤NV(Ek)−ε. Letting ε↓0 and then N→∞ proves countable additivity. Thus V is a finite positive Borel measure.

2.2step 1.1givenchoose

For every f∈Cc(Ω;Rm) with ∣f∣≤1, approximate f uniformly by finite-valued Borel simple functions whose values have norm at most one. The partition definition bounds each simple integral by V(Ω), and finiteness of the coordinate measures lets the uniform errors tend to zero. Hence the displayed supremum is at most V(Ω).

3.1F1step 1.1step 2.1given

Since V≤λ and λ=∑i∣μi∣ is a finite regular Borel measure by [F1], for every Borel A and ε>0 there is compact K⊆A with λ(A∖K)<ε, whence V(A∖K)<ε. There is also an open G⊇A with λ(G∖A)<ε, whence V(G∖A)<ε. Thus V is a regular Borel measure in the sense of Regular Borel measure on an LCH space, and in particular a Radon measure.

4.1F1F2step 3.1chooseconstruct∎

If V(Ω)=0, the zero field proves the reverse inequality. Otherwise fix 0<ε<V(Ω)/4 and choose a countable Borel partition (Aj) with sum greater than V(Ω)−ε; truncate after N≥1 so the tail is below ε. Omit indices with μ(Aj)=0 or V(Aj)≤ε/(4N); the sum of the omitted partition values is at most ε/4. For every retained index, compact inner regularity [F2] gives a nonempty compact Kj⊂Aj with V(Aj∖Kj)<ε/(8N). Since there are finitely many pairwise disjoint compact sets Kj in the metric space Ω, choose pairwise disjoint open neighborhoods Nj with compact closures in Ω. Outer regularity [F2] gives open Gj⊃Kj with V(Gj∖Kj)<ε/(8N). Put Uj=Gj∩Nj. Then Kj⊂Uj, V(Uj∖Kj)<ε/(8N), and the closures of the Uj remain pairwise disjoint compact subsets of Ω. Define ψj(x):=dist⁡(x,Ω∖Uj)dist⁡(x,Ω∖Uj)+dist⁡(x,Kj). This is continuous and compactly supported, equals one on Kj, and vanishes outside Uj. Set ej=μ(Aj)/∣μ(Aj)∣ and f=∑jejψj. The disjoint closures of the Uj imply disjoint supports and ∣f∣≤1. For bounded Borel vector fields, the partition definition and uniform simple-function approximation give ∣∫g⋅dμ∣≤∫∣g∣ dV. Thus replacing ej1Aj by ejψj loses at most V(Aj∖Kj)+V(Uj∖Kj) for each retained j. Summing these errors, the omitted terms, and the tail gives ∫f⋅dμ>V(Ω)−3ε. Letting ε↓0 proves the reverse bound.

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