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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passaudited 2026-08-30
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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
1.1

The set function ν is nonnegative by [L1]. Also ν()=0, [L1, L2] because the only countable measurable partition of has every part equal to and hence partition sum 0.

1.2

Let (Em) be pairwise disjoint measurable sets and put E=mEm. [L1] For each m, choose a countable measurable partition (Am,k)k of Em. Then the doubly indexed family (Am,k)m,k is a countable measurable partition of E, so [L1] gives mν(Em)ν(E) after taking suprema over all admissible partitions of the pieces.

2.1

Conversely, let (Bj) be a countable measurable partition of E. Then [L1, step 1.2] each (BjEm)j is a countable measurable partition of Em, and ν(Bj)mν(BjEm) by the triangle inequality applied to the disjoint decomposition Bj=m(BjEm). Summing over j and using [L1] on each piece gives jν(Bj)mν(Em). Taking the supremum over all partitions (Bj) of E yields ν(E)mν(Em).

3.1

Steps 1.2 and 2.1 prove countable additivity. Together with step 1.1 and [L2, step 1.1, step 1.2, step 2.1] ∎ [L2], this shows that ν is a measure.

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Sources