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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 ν≪μ⟺ν+≪μ and ν−≪μ⟺∣ν∣≪μ.
  2. If ν is a complex measure, then ν≪μ⟺Re⁡ν≪μ and Im⁡ν≪μ⟺∣ν∣≪μ.

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):F⊆E, F∈A}, ν−(E)=−inf⁡{ν(F):F⊆E, F∈A}. (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 ∑j∣ν(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 Re⁡ν and Im⁡ν are finite signed measures and ν(E)=Re⁡ν(E)+i Im⁡ν(E). (The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu)

Proof

technique · direct
1.1L1given

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

1.2L3given

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

2.1L1L2step 1.1

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

2.2L2L3given

For a complex measure, ν≪μ implies ∣ν∣≪μ 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 ∣ν∣≪μ, then [L2] again gives ∣ν(E)∣≤∣ν∣(E)=0 on every μ-null set, hence ν≪μ. Together with step 1.2 this proves clause 2.

3.1step 1.1step 2.1step 1.2step 2.2∎

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

Depends on

Used by

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Sources