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The total variation of a signed or complex measure is a positive measure
Statement
Let be a signed measure or a complex measure on . Then is a measure on .
Facts & Assumptions
Given: A signed measure or complex measure on .
The total variation is defined by a supremum of nonnegative partition sums over countable measurable partitions of . (The total variation |nu|(E) from countable measurable partitions)
A measure is a nonnegative set function with value at and countable additivity on pairwise disjoint measurable families. (Measures on sigma-algebras)
Proof
The set function is nonnegative by [L1]. Also , [L1, L2] because the only countable measurable partition of has every part equal to and hence partition sum .
Let be pairwise disjoint measurable sets and put . [L1] For each , choose a countable measurable partition of . Then the doubly indexed family is a countable measurable partition of , so [L1] gives after taking suprema over all admissible partitions of the pieces.
Conversely, let be a countable measurable partition of . Then [L1, step 1.2] each is a countable measurable partition of , and by the triangle inequality applied to the disjoint decomposition . Summing over and using [L1] on each piece gives Taking the supremum over all partitions of yields .
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 is a measure.
Depends on
Used by
Dependency tree · two levels
12 results within two dependency steps of this one, each drawn at its shortest distance from it. An arrow runs from a result to what uses it, so the chart reads left to right and ends at this result, which carries a heavier outline. Every node is a link to that result. Click elsewhere on the chart to enlarge it.
Sources
- Sheldon Axler, Measure, Integration & Real Analysis, Theorem 9.10 (standard reference, not scraped)
- Richard F. Bass, Real Analysis for Graduate Students, Chapter 12 (standard reference, not scraped)