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PropositionStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-30
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For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal

Statement

Let ν be a signed measure on (X,A)), with Jordan decomposition ν=ν+−ν−. Then for every measurable E:

  1. ∣ν∣(E)=ν+(E)+ν−(E);
  2. the same value is the supremum over finite measurable partitions of E;
  3. ν+(E)=sup⁡{ν(F):F⊆E, F∈A};
  4. ν−(E)=−inf⁡{ν(F):F⊆E, F∈A}.

Facts & Assumptions

Given: A signed measure ν, its Jordan decomposition ν=ν+−ν−, and a measurable set E.

[L1]

The total variation ∣ν∣(E) is the supremum of the countable partition sums ∑n∣ν(En)∣. (The total variation |nu|(E) from countable measurable partitions)

[L2]

Jordan decomposition gives positive measures ν+,ν− and a Hahn decomposition X=P⊔N with ν+(A)=ν(A∩P) and ν−(A)=−ν(A∩N). (Jordan decomposition of a signed measure into unique mutually singular positive parts)

Proof

technique · direct
1.1L2L1

Let (En) be a countable measurable partition of E. Using [L2] and the [L1, L2] triangle inequality, ∣ν(En)∣=∣ν+(En)−ν−(En)∣≤ν+(En)+ν−(En) for each n. Summing and using countable additivity of the positive measures ν+ and ν− gives ∑n∣ν(En)∣≤ν+(E)+ν−(E). Hence [L1] yields ∣ν∣(E)≤ν+(E)+ν−(E).

2.1L2L1step 1.1

The two-piece partition E=(E∩P)⊔(E∩N) from [L2] gives [L1, L2, step 1.1] ∣ν(E∩P)∣+∣ν(E∩N)∣=ν+(E)+ν−(E). Therefore ∣ν∣(E)≥ν+(E)+ν−(E), and together with step 1.1 this proves equality. Because this equality is already realized by a finite partition, finite partitions suffice for signed measures.

3.1L2step 2.1

If F⊆E is measurable, then [L2] gives [L2, step 2.1] ν(F)=ν+(F)−ν−(F)≤ν+(F)≤ν+(E), so sup⁡F⊆Eν(F)≤ν+(E). Taking F=E∩P gives equality: ν(F)=ν+(E). The same argument with E∩N gives inf⁡F⊆Eν(F)=−ν−(E).

4.1step 2.1step 3.1∎

Steps 2.1 and 3.1 prove all four displayed formulas.

Depends on

Used by

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Sources