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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 hL1(μ). Define ν(E):=Ehdμ(EA). Then ν is a complex measure on (X,A), and for every measurable E, ν(E)=Ehdμ.

Facts & Assumptions

Given: A measure space (X,A,μ) and a function hL1(μ).

[L1]

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

[L2]

If gL1(μ), then gdμgdμ. (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 AAfdμ 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
1.1

The set function ν is finite-valued because ν(E)=EhdμEhdμhdμ<+ by [L1] and [L2]. If (En) is a pairwise disjoint measurable sequence, then n=0N1En1nEn, 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.

L1L2
1.2

Define u(x):={h(x)/h(x),h(x)0,0,h(x)=0. Then u1 and uh=h. By [L5], the function u is measurable. Apply [L6] to ρ(F):=Fhdμ and obtain a finite measure ρ on (X,A). Applying [L4] to u on (E,A ⁣E,ρ) gives complex simple functions sn with sn2 and Eusndρ0. For each n, define the clipped simple function tn:=snmax{1,sn}. Then tn1, and because u1 one has tnutnsn+snu2snu. Hence Eutndρ0.

L4L5L6
2.1

For any measurable E and any countable measurable partition E=nEn, the inequality in step 1.1 applied on each piece gives nν(En)nEnhdμ=Ehdμ. Taking the supremum over partitions shows ν(E)Ehdμ.

L1step 1.1
2.2

Write the canonical representation of tn on E as tn=j=1mncn,j1An,j. Because tnhh, each tnh lies in L1(μ). By the definition of ν and the linearity of the Lebesgue integral, Etndν=j=1mncn,jν(An,j)=j=1mncn,jAn,jhdμ=Etnhdμ. Therefore EtndνEhdμ=E(tnu)hdμEtnuhdμ=Etnudρ0. So EtndνEhdμ.

L2L7step 1.2
3.1

Since each tn is a unit-bounded complex simple function on E, [L3] gives ν(E)Etndν for every n. Letting n and using step 2.2 shows ν(E)Ehdμ. Together with step 2.1, this proves ν(E)=Ehdμ.

L3step 2.1step 2.2
4.1

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

step 1.1step 2.1step 3.1

Depends on

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