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A complex L^1 density defines a complex measure whose total variation is |h| dmu
Statement
Let be a measure space and let . Define Then is a complex measure on , and for every measurable ,
Facts & Assumptions
Given: A measure space and a function .
For an integrable function, the measurable-set integral is defined. (Integrable real and complex functions, and their integrals, Integral over a measurable subset)
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)
Every function admits dominated complex simple approximations. (Every L^1 function admits dominated complex simple approximations)
Arithmetic operations preserve measurability. (Closure properties of measurable functions used by the integral)
For a nonnegative measurable function , the set function is a measure. (The indefinite integral of a nonnegative measurable function is a measure)
The Lebesgue integral is complex-linear on . (The Lebesgue integral is linear on )
Proof
The set function is finite-valued because by [L1] and [L2]. If is a pairwise disjoint measurable sequence, then , so monotone convergence applied to the positive and negative parts of the real and imaginary parts of gives Thus is a complex measure.
Define Then and . By [L5], the function is measurable. Apply [L6] to and obtain a finite measure on . Applying [L4] to on gives complex simple functions with and For each , define the clipped simple function Then , and because one has Hence .
For any measurable and any countable measurable partition , the inequality in step 1.1 applied on each piece gives Taking the supremum over partitions shows .
Write the canonical representation of on as Because , each lies in . By the definition of and the linearity of the Lebesgue integral, Therefore So .
Since each is a unit-bounded complex simple function on , [L3] gives for every . Letting and using step 2.2 shows . Together with step 2.1, this proves .
Steps 1.1, 2.1, and 3.1 prove that is a complex measure and that its total variation is on every measurable set .
Depends on
- A complex measure is a finite-valued countably additive set function
- Integration against a signed or complex measure, and the class L^1(nu) = L^1(|nu|)
- Total variation is the supremum of simple integrals over unit-bounded test functions
- Integrals against signed or complex measures are bounded by total variation
- Every L^1 function admits dominated complex simple approximations
- Integral over a measurable subset
- Monotone convergence for the integral
- Closure properties of measurable functions used by the integral
- Integrable real and complex functions, and their integrals
- The modulus of an integral is bounded by the integral of the modulus
- The indefinite integral of a nonnegative measurable function is a measure
- The Lebesgue integral is linear on $L^1(\mu)$
Used by
- Finite partitions need not attain complex total variation Counterexample
- The complex density eⁱˣ dlambda has total variation 2pi Example
- FALSE: finite partitions always suffice for complex total variation False statement
- A real L¹ density defines a finite signed measure with its canonical Hahn and Jordan data Theorem
Dependency tree · two levels
34 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 13.4 (standard reference, not scraped)
- John K. Hunter, Measure Theory, §6.9 (standard reference, not scraped)