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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passverified 2026-09-23 (gpt-6-sol)
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The total variation of a signed or complex measure is a positive measure

Statement

Let ν be a signed measure or a complex measure on (X,A). Then ∣ν∣ is a measure on (X,A).

Facts & Assumptions

Given: A signed measure or complex measure ν on (X,A).

[L1]

The total variation ∣ν∣(E) is defined by a supremum of nonnegative partition sums over countable measurable partitions of E. (The total variation |nu|(E) from countable measurable partitions)

[L2]

A measure is a nonnegative set function with value 0 at ∅ and countable additivity on pairwise disjoint measurable families. (Measures on sigma-algebras)

Proof

technique · direct
1.1L1L2

The set function ∣ν∣ is nonnegative by [L1]. Also ∣ν∣(∅)=0, because every member of any countable measurable partition of ∅ is empty and its partition sum is 0.

1.2L1L3construct

Let (Em) be pairwise disjoint measurable sets and put E=⋃mEm. Fix N and suppose ∣ν∣(Em)<+∞ for m≤N. For any ε>0, the definition of each supremum gives a countable partition of Em whose sum exceeds ∣ν∣(Em)−ε/(N+1). Choose these finitely many partitions using [L3], enumerate all their cells in one countable partition, and append E∖⋃m≤NEm as one more cell. This is a countable measurable partition of E, so [L1] gives ∣ν∣(E)≥∑m≤N∣ν∣(Em)−ε. Let ε↓0. If some ∣ν∣(Em)=+∞, for each finite threshold choose one partition of that Em with sum above the threshold and append E∖Em; then ∣ν∣(E)=+∞. Hence in all cases ∣ν∣(E)≥∑m≤N∣ν∣(Em) for every N, and taking the supremum of finite partial sums gives ∣ν∣(E)≥∑m∣ν∣(Em). No partitions were chosen across infinitely many m.

1.3L1algebra

Conversely, let (Bj) be a countable measurable partition of E. For each j, countable additivity of ν on Bj=⨆m(Bj∩Em) and the triangle inequality for finite partial sums and their limits give ∣ν(Bj)∣≤∑m∣ν(Bj∩Em)∣. For each m, the cells (Bj∩Em)j partition Em, so ∑j∣ν(Bj∩Em)∣≤∣ν∣(Em) by [L1]. Summing the first inequality over j and interchanging two nonnegative series yields ∑j∣ν(Bj)∣≤∑m∣ν∣(Em). Taking the supremum over all partitions (Bj) gives ∣ν∣(E)≤∑m∣ν∣(Em).

2.1L2step 1.1step 1.2step 1.3∎

Steps 1.2 and 1.3 prove countable additivity. Together with step 1.1 and [L2], this shows that ∣ν∣ is a measure.

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Sources