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TheoremStatement: AI-adaptedProof: AI-generatedprecheck passaudited 2026-08-30
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A complex L^1 density defines a complex measure whose total variation is |h| dmu

Statement

Let (X,A,μ) be a measure space and let h∈L1(μ). Define ν(E):=∫Eh dμ(E∈A). Then ν is a complex measure on (X,A), and for every measurable E, ∣ν∣(E)=∫E∣h∣ dμ.

Facts & Assumptions

Given: A measure space (X,A,μ) and a function h∈L1(μ).

[L1]

For an integrable function, the measurable-set integral ∫Eh dμ is defined. (Integrable real and complex functions, and their integrals, Integral over a measurable subset)

[L2]

If g∈L1(μ), then ∣∫g dμ∣≤∫∣g∣ dμ. (The modulus of an integral is bounded by the integral of the modulus)

[L3]

Total variation is the supremum of the simple integrals against unit-bounded simple test functions. (Total variation is the supremum of simple integrals over unit-bounded test functions)

[L4]

Every L1 function admits dominated complex simple approximations. (Every L^1 function admits dominated complex simple approximations)

[L5]

Arithmetic operations preserve measurability. (Closure properties of measurable functions used by the integral)

[L6]

For a nonnegative measurable function f, the set function A↦∫Af dμ is a measure. (The indefinite integral of a nonnegative measurable function is a measure)

[L7]

The Lebesgue integral is complex-linear on L1(μ). (The Lebesgue integral is linear on L1(μ))

Proof

technique · direct
1.1L1L2

The set function ν is finite-valued because ∣ν(E)∣=∣∫Eh dμ∣≤∫E∣h∣ dμ≤∫∣h∣ dμ<+∞ by [L1] and [L2]. If (En) is a pairwise disjoint measurable sequence, then ∑n=0N1En↑1∪nEn, so monotone convergence applied to the positive and negative parts of the real and imaginary parts of h gives ν(⋃nEn)=∑nν(En). Thus ν is a complex measure.

1.2L4L5L6

Define u(x):={h(x)‾/∣h(x)∣,h(x)≠0,0,h(x)=0. Then ∣u∣≤1 and uh=∣h∣. By [L5], the function u is measurable. Apply [L6] to ρ(F):=∫F∣h∣ dμ and obtain a finite measure ρ on (X,A). Applying [L4] to u on (E,A ⁣↾E,ρ) gives complex simple functions sn with ∣sn∣≤2 and ∫E∣u−sn∣ dρ→0. For each n, define the clipped simple function tn:=snmax⁡{1,∣sn∣}. Then ∣tn∣≤1, and because ∣u∣≤1 one has ∣tn−u∣≤∣tn−sn∣+∣sn−u∣≤2∣sn−u∣. Hence ∫E∣u−tn∣ dρ→0.

2.1L1step 1.1

For any measurable E and any countable measurable partition E=⨆nEn, the inequality in step 1.1 applied on each piece gives ∑n∣ν(En)∣≤∑n∫En∣h∣ dμ=∫E∣h∣ dμ. Taking the supremum over partitions shows ∣ν∣(E)≤∫E∣h∣ dμ.

2.2L2L7step 1.2

Write the canonical representation of tn on E as tn=∑j=1mncn,j1An,j. Because ∣tnh∣≤∣h∣, each tnh lies in L1(μ). By the definition of ν and the linearity of the Lebesgue integral, ∫Etn dν=∑j=1mncn,jν(An,j)=∑j=1mncn,j∫An,jh dμ=∫Etnh dμ. Therefore ∣∫Etn dν−∫E∣h∣ dμ∣=∣∫E(tn−u)h dμ∣≤∫E∣tn−u∣ ∣h∣ dμ=∫E∣tn−u∣ dρ→0. So ∫Etn dν→∫E∣h∣ dμ.

3.1L3step 2.1step 2.2

Since each tn is a unit-bounded complex simple function on E, [L3] gives ∣ν∣(E)≥∣∫Etn dν∣ for every n. Letting n→∞ and using step 2.2 shows ∣ν∣(E)≥∫E∣h∣ dμ. Together with step 2.1, this proves ∣ν∣(E)=∫E∣h∣ dμ.

4.1step 1.1step 2.1step 3.1∎

Steps 1.1, 2.1, and 3.1 prove that ν is a complex measure and that its total variation is ∫E∣h∣ dμ on every measurable set E.

Depends on

Used by

Dependency tree · two levels

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Sources