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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-31
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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 μ be a positive measure on (X,A).

  1. If ν is a signed measure with Jordan decomposition ν=ν+ν, then νμν+μ and νμνμ.
  2. If ν is a complex measure, then νμReνμ and Imνμνμ.

Facts & Assumptions

Given: A positive measure μ and either a signed or a complex measure ν on (X,A).

[L1]

For a signed measure, ν(E)=ν+(E)+ν(E) and ν+(E)=sup{ν(F):FE, FA}, ν(E)=inf{ν(F):FE, FA}. (For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal)

[L2]

The total variation ν(E) is the supremum of jν(Ej) over measurable partitions of E, so in particular ν(E)ν(E). (The total variation |nu|(E) from countable measurable partitions)

[L3]

If ν is a complex measure, then Reν and Imν are finite signed measures and ν(E)=Reν(E)+iImν(E). (The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu)

Proof

technique · direct
1.1

Suppose first that ν is signed. If νμ and μ(E)=0, then every measurable FE is μ-null, hence ν(F)=0; [L1] therefore gives ν+(E)=0 and ν(E)=0. Conversely, if ν+μ and νμ, then ν(E)=ν+(E)ν(E)=0 on every μ-null set, so νμ. Thus νμ iff ν+μ and νμ.

L1given
1.2

Suppose now that ν is complex. If νμ and μ(E)=0, then ν(E)=0, so both Reν(E) and Imν(E) vanish; hence Reνμ and Imνμ. Conversely, if both real and imaginary parts are absolutely continuous, then [L3] gives ν(E)=0 on every μ-null set, so νμ.

L3given
2.1

Still in the signed case, if νμ, then step 1.1 and [L1] give ν(E)=ν+(E)+ν(E)=0 on every μ-null set, so νμ. Conversely, if νμ, then [L2] gives ν(E)ν(E)=0 on every μ-null set, hence νμ. This completes clause 1.

L1L2step 1.1
2.2

For a complex measure, νμ implies νμ because if μ(E)=0, then every piece of every measurable partition of E is μ-null, so every partition sum in [L2] is 0 and therefore ν(E)=0. Conversely, if νμ, then [L2] again gives ν(E)ν(E)=0 on every μ-null set, hence νμ. Together with step 1.2 this proves clause 2.

L2L3given
3.1

Steps 1.1 and 2.1 prove clause 1, and steps 1.2 and 2.2 prove clause 2.

step 1.1step 2.1step 1.2step 2.2

Depends on

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Sources