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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-30
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A real L^1 density defines a finite signed measure with its canonical Hahn and Jordan data

Statement

Let (X,A,μ) be a measure space and let fL1(μ) be real-valued. Define ν(E):=Efdμ(EA). Then ν is a finite signed measure. Its canonical Hahn sets are P:={f>0},N:={f0}, its Jordan parts are ν+(E)=Ef+dμ,ν(E)=Efdμ, and its total variation is ν(E)=Efdμ.

Facts & Assumptions

Given: A measure space (X,A,μ) and a real-valued function fL1(μ).

[L1]

A complex L1 density defines a complex measure whose total variation is the integral of its modulus. (A complex L^1 density defines a complex measure whose total variation is |h| dmu)

[L2]

For a real integrable function, the positive and negative parts satisfy f=f+f and f=f++f. (Integrable real and complex functions, and their integrals)

[L3]

Arithmetic and threshold operations preserve measurability. (Closure properties of measurable functions used by the integral)

Proof

technique · direct
1.1

Because f is real-valued, every ν(E)=Efdμ is a real number. The complex-density theorem [L1] shows that the same set function is countably additive and satisfies ν(E)=Efdμ. Also ν(E)ν(E)fdμ<+, so ν takes no infinite values. Hence ν is a finite signed measure. The finiteness of ν(X) follows from fL1(μ).

L1
2.1

By [L3], the sets P={f>0} and N={f0} are measurable and form a partition of X. If EP is measurable, then f0 on E, so ν(E)=Efdμ0; if EN, then f0 on E, so ν(E)0. Thus P is positive and N is negative, so [L4] makes them canonical Hahn sets up to null sets.

L3L4step 1.1
3.1

The formulas in [L2] give ν(E)=Ef+dμEfdμ. On subsets of P one has f=0 and f=f+, while on subsets of N one has f+=0 and f=f. Therefore the positive measures EEf+dμ and EEfdμ are mutually singular and decompose ν. By uniqueness in [L4], they are exactly ν+ and ν. The total-variation formula from step 1.1 and [L2] then becomes ν(E)=Efdμ.

L2L4step 1.1step 2.1
4.1

Steps 1.1 through 3.1 prove the signed-measure, Hahn, Jordan, and total-variation claims.

step 1.1step 2.1step 3.1

Depends on

Used by

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Sources