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Every finite signed or complex measure has a polar decomposition against its total variation
Statement
Assume the Axiom of Choice. Let be a finite signed measure or a finite complex measure on . Then there exists a measurable function such that If is signed, then may be chosen real-valued, and for a Hahn decomposition one may take
Facts & Assumptions
Given: AC and a finite signed or finite complex measure .
For every measurable set , one has , so ; finite signed measures therefore admit Radon-Nikodym densities with respect to by the signed theorem, and finite complex measures do so by the complex corollary. (The total variation |nu|(E) from countable measurable partitions, The Radon-Nikodym derivative as an almost-everywhere equivalence class, A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density, A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density)
For any complex L1 density on a measure space, the measure defined by its set integrals has total variation . This also applies when is real-valued. (A complex L^1 density defines a complex measure whose total variation is |h| dmu)
A nonnegative measurable function has integral exactly when it vanishes almost everywhere. (A nonnegative measurable function has integral exactly when it vanishes almost everywhere)
In the signed case, a Hahn decomposition exists, and on its positive and negative pieces the Jordan and total-variation formulas give and , respectively (Hahn decomposition for signed measures, unique up to total-variation-null sets, Jordan decomposition of a signed measure into unique mutually singular positive parts, For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal).
Total variation is a positive measure, finite for complex measures and for finite signed measures by their finite Hahn/Jordan masses. AC covers its partition selections and the RN/Hahn constructions. (The total variation of a signed or complex measure is a positive measure, Every complex measure has finite total variation, The Axiom of Choice)
Finite L1 integrals may be subtracted and added linearly. (The Lebesgue integral is linear on )
Proof
Because for every measurable , the measure is absolutely continuous with respect to . By [L5], is a finite positive measure, so the constant exhaustion is common and finite. Under AC, [L1] gives an L1 density with
Apply [L2] to this L1 function on the finite measure space with reference . Its defined measure is exactly by step 1.1. All integrals below are finite by step 1.1 and [L5], so [L6] licenses the displayed subtractions. Then Let . Using the displayed identity on gives Because on , [L3] yields . Now let . Since is -null, Again the integrand is nonnegative, so [L3] gives . Therefore -almost everywhere.
If is signed, let be a Hahn decomposition from [L4]. Then is real-valued and has modulus everywhere. For every measurable , additivity and the Jordan formulas give Hence the signed case may be represented by .
Steps 1.1, 2.1, and 3.1 prove the general polar decomposition and the signed specialization.
Depends on
- The Axiom of Choice
- The total variation of a signed or complex measure is a positive measure
- The Lebesgue integral is linear on $L^1(\mu)$
- A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density
- The Radon-Nikodym derivative as an almost-everywhere equivalence class
- The total variation |nu|(E) from countable measurable partitions
- Hahn decomposition for signed measures, unique up to total-variation-null sets
- Jordan decomposition of a signed measure into unique mutually singular positive parts
- For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal
- A nonnegative measurable function has integral $0$ exactly when it vanishes almost everywhere
- A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density
- Every complex measure has finite total variation
- A complex L^1 density defines a complex measure whose total variation is |h| dmu
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Sources
- Sheldon Axler, Measure, Integration & Real Analysis, 9.41 (standard reference, not scraped)
- Richard F. Bass, Real Analysis for Graduate Students, Exercise 13.7 (standard reference, not scraped)