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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
These explicit constructions require no choice axiom. Hahn partitions are unique only up to signed-null sets; the Jordan measures are unique.
Facts & Assumptions
Given: A measure space and a real-valued function .
A nonnegative measurable density defines a positive measure. (The indefinite integral of a nonnegative measurable function is a measure)
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)
Given Hahn decompositions, their positive pieces differ by a signed-null set; given a Hahn partition, its Jordan measures are constructed by restriction and are unique. These are the separately stated choice-free conditional clauses, not the AC-qualified general existence assertions. (Hahn decomposition for signed measures, unique up to total-variation-null sets, Jordan decomposition of a signed measure into unique mutually singular positive parts)
The nonnegative integral is additive. (Additivity of the nonnegative Lebesgue integral)
Signed measures, positive/negative sets and partition-defined total variation have their usual local meanings. (A signed measure is countably additive and takes at most one infinite value, Positive, negative, and null sets for a signed measure, The total variation |nu|(E) from countable measurable partitions)
Proof
Put and . By [L1]–[L3] these are positive measures, and their total masses are finite because is integrable. By [L2], is finite. For disjoint measurable , the series and have finite sums, so they can be subtracted termwise to obtain countable additivity of ; moreover . Also . Thus [L6] makes a finite signed measure.
By [L3], and are measurable and partition . The density vanishes on and vanishes on , so on measurable subsets of one has , and on subsets of one has . These signs prove directly that is a Hahn partition. Only the conditional comparison in [L4] is needed to say that every other supplied Hahn partition differs by a signed-null set.
Since vanishes on and vanishes on , the conditional construction in [L4] identifies them with the unique Jordan measures: and . No arbitrary Hahn partition is selected.
For any countable measurable partition , one has . Conversely, the explicit partition (with empty later parts) has variation sum exactly by step 2.1. Taking the supremum in [L6] proves by [L2] and [L5]. Together with steps 1.1–3.1 this proves every assertion without using the general Hahn/Jordan existence clauses.
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
- The indefinite integral of a nonnegative measurable function is a measure
- Integrable real and complex functions, and their integrals
- Closure properties of measurable functions used by the integral
- Additivity of the nonnegative Lebesgue integral
- A signed measure is countably additive and takes at most one infinite value
- Positive, negative, and null sets for a signed measure
- The total variation |nu|(E) from countable measurable partitions
Used by
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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)