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A real L^1 density defines a finite signed measure with its canonical Hahn and Jordan data
Statement
Let be a measure space and let be real-valued. Define Then is a finite signed measure. Its canonical Hahn sets are its Jordan parts are and its total variation is
Facts & Assumptions
Given: A measure space and a real-valued function .
A complex 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)
For a real integrable function, the positive and negative parts satisfy and . (Integrable real and complex functions, and their integrals)
Arithmetic and threshold operations preserve measurability. (Closure properties of measurable functions used by the integral)
Hahn and Jordan decompositions are unique. (Hahn decomposition for signed measures, unique up to total-variation-null sets, Jordan decomposition of a signed measure into unique mutually singular positive parts)
Proof
Because is real-valued, every is a real number. The complex-density theorem [L1] shows that the same set function is countably additive and satisfies Also so takes no infinite values. Hence is a finite signed measure. The finiteness of follows from .
By [L3], the sets and are measurable and form a partition of . If is measurable, then on , so ; if , then on , so . Thus is positive and is negative, so [L4] makes them canonical Hahn sets up to null sets.
The formulas in [L2] give On subsets of one has and , while on subsets of one has and . Therefore the positive measures and are mutually singular and decompose . By uniqueness in [L4], they are exactly and . The total-variation formula from step 1.1 and [L2] then becomes .
Steps 1.1 through 3.1 prove the signed-measure, Hahn, Jordan, and total-variation claims.
Depends on
- Hahn decomposition for signed measures, unique up to total-variation-null sets
- Jordan decomposition of a signed measure into unique mutually singular positive parts
- A complex L^1 density defines a complex measure whose total variation is |h| dmu
- Integrable real and complex functions, and their integrals
- Closure properties of measurable functions used by the integral
Used by
Dependency tree · two levels
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Sources
- Richard F. Bass, Real Analysis for Graduate Students, Example 12.3 (standard reference, not scraped)
- John K. Hunter, Measure Theory, Example 6.15 (standard reference, not scraped)