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For signed and complex measures, absolute continuity is equivalent for the measure, its Jordan or real-imaginary parts, and its total variation
Statement
Let be a positive measure on .
- If is a signed measure with Jordan decomposition , then
- If is a complex measure, then
Facts & Assumptions
Given: A positive measure and either a signed or a complex measure on .
For a signed measure, and , . (For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal)
The total variation is the supremum of over measurable partitions of , so in particular . (The total variation |nu|(E) from countable measurable partitions)
If is a complex measure, then and are finite signed measures and . (The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu)
Proof
Suppose first that is signed. If and , then every measurable is -null, hence ; [L1] therefore gives and . Conversely, if and , then on every -null set, so . Thus iff and .
Suppose now that is complex. If and , then , so both and vanish; hence and . Conversely, if both real and imaginary parts are absolutely continuous, then [L3] gives on every -null set, so .
Still in the signed case, if , then step 1.1 and [L1] give on every -null set, so . Conversely, if , then [L2] gives on every -null set, hence . This completes clause 1.
For a complex measure, implies because if , then every piece of every measurable partition of is -null, so every partition sum in [L2] is and therefore . Conversely, if , then [L2] again gives on every -null set, hence . Together with step 1.2 this proves clause 2.
Steps 1.1 and 2.1 prove clause 1, and steps 1.2 and 2.2 prove clause 2.
Depends on
- Absolute continuity of a signed or complex measure with respect to a positive measure
- The total variation |nu|(E) from countable measurable partitions
- The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu
- Jordan decomposition of a signed measure into unique mutually singular positive parts
- For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal
- The total variation of a signed or complex measure is a positive measure
Used by
- A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density Corollary
- A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density Theorem
- For finite signed or complex measures, absolute continuity is equivalent to the epsilon-delta small-set condition Theorem
- Radon-Nikodym derivatives satisfy the chain rule along nu << mu << lambda Theorem
Dependency tree · two levels
14 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Richard F. Bass, Real Analysis for Graduate Students, Exercise 13.9 (standard reference, not scraped)
- Sheldon Axler, Measure, Integration & Real Analysis, Exercise 10 and Exercise 11 (standard reference, not scraped)