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TheoremStatement: Literature-sourcedProof: AI-adaptedprecheck passverified 2026-09-09 (gpt-6-astra)
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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 ν be a finite signed measure or a finite complex measure on (X,A). Then there exists a measurable function h such that ν(E)=∫Eh d∣ν∣(E∈A),∣h∣=1∣ν∣-almost everywhere. If ν is signed, then h may be chosen real-valued, and for a Hahn decomposition X=P⊔N one may take h=χP−χN∣ν∣-almost everywhere.

Facts & Assumptions

Given: AC and a finite signed or finite complex measure ν.

[L1]

For every measurable set E, one has ∣ν(E)∣≤∣ν∣(E), so ν≪∣ν∣; finite signed measures therefore admit Radon-Nikodym densities with respect to ∣ν∣ 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)

[L2]

For any complex L1 density h on a measure space, the measure defined by its set integrals has total variation ∫E∣h∣. This also applies when h is real-valued. (A complex L^1 density defines a complex measure whose total variation is |h| dmu)

[L3]

A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere. (A nonnegative measurable function has integral 0 exactly when it vanishes almost everywhere)

[L4]

In the signed case, a Hahn decomposition X=P⊔N exists, and on its positive and negative pieces the Jordan and total-variation formulas give ν=∣ν∣ and ν=−∣ν∣, 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).

[L5]

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)

[L6]

Finite L1 integrals may be subtracted and added linearly. (The Lebesgue integral is linear on L1(μ))

Proof

technique · direct
1.1L1L5given

Because ∣ν(E)∣≤∣ν∣(E) for every measurable E, the measure ν is absolutely continuous with respect to ∣ν∣. By [L5], ∣ν∣ is a finite positive measure, so the constant exhaustion is common and finite. Under AC, [L1] gives an L1 density h=dν/d∣ν∣ with ν(E)=∫Eh d∣ν∣(E∈A).

2.1step 1.1L2L3L5L6algebra

Apply [L2] to this L1 function on the finite measure space with reference ∣ν∣. Its defined measure is exactly ν by step 1.1. All integrals below are finite by step 1.1 and [L5], so [L6] licenses the displayed subtractions. Then ∣ν∣(E)=∫E∣h∣ d∣ν∣(E∈A). Let A:={∣h∣>1}. Using the displayed identity on A gives 0=∫A∣h∣ d∣ν∣−∣ν∣(A)=∫A(∣h∣−1) d∣ν∣. Because ∣h∣−1≥0 on A, [L3] yields ∣ν∣(A)=0. Now let B:={∣h∣<1}. Since A is ∣ν∣-null, 0=∣ν∣(B)−∫B∣h∣ d∣ν∣=∫B(1−∣h∣) d∣ν∣. Again the integrand is nonnegative, so [L3] gives ∣ν∣(B)=0. Therefore ∣h∣=1 ∣ν∣-almost everywhere.

3.1L4step 2.1algebra

If ν is signed, let X=P⊔N be a Hahn decomposition from [L4]. Then χP−χN is real-valued and has modulus 1 everywhere. For every measurable E, additivity and the Jordan formulas give ν(E)=ν(E∩P)+ν(E∩N)=∣ν∣(E∩P)−∣ν∣(E∩N)=∫E(χP−χN) d∣ν∣. Hence the signed case may be represented by h=χP−χN.

4.1step 1.1step 2.1step 3.1∎

Steps 1.1, 2.1, and 3.1 prove the general polar decomposition and the signed specialization.

Depends on

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Sources