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TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passjudge pass (gpt-5.6-terra)audited 2026-08-30
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Every complex measure has finite total variation

Statement

If ν is a complex measure on (X,A), then ∣ν∣(X)<+∞. More generally, ∣ν∣(E)<+∞ for every measurable E.

Facts & Assumptions

Given: A complex measure ν on (X,A) and a measurable set E.

[L1]

The total variation ∣ν∣(E) is the supremum of the countable partition sums ∑n∣ν(En)∣. (The total variation |nu|(E) from countable measurable partitions)

[L2]

The set functions α:=Re⁡ν and β:=Im⁡ν are finite signed measures and ν=α+iβ. (The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu)

[L3]

For a signed measure ρ with Jordan parts ρ+,ρ−, ∣ρ∣=ρ++ρ−. (For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal)

Proof

technique · direct
1.1L2algebra

Put α:=Re⁡ν and β:=Im⁡ν. By [L2], these are finite signed measures and ∣ν(A)∣=∣α(A)+iβ(A)∣≤∣α(A)∣+∣β(A)∣ for every measurable A.

2.1L1L3step 1.1

Let (En) be any countable measurable partition of E. Step 1.1 and the one-piece lower bound in the definition of variation give ∑n∣ν(En)∣≤∑n∣α(En)∣+∑n∣β(En)∣≤∑n∣α∣(En)+∑n∣β∣(En). By [L3], ∣α∣=α++α− and ∣β∣=β++β−, so countable additivity of the four positive Jordan parts turns the right side into ∣α∣(E)+∣β∣(E).

3.1L1L2L3step 2.1∎

The quantities ∣α∣(E) and ∣β∣(E) are finite by [L2] and [L3]: both Jordan parts of a finite signed measure are finite on E. Thus step 2.1 gives the partition-independent bound ∑n∣ν(En)∣≤∣α∣(E)+∣β∣(E)<+∞. Taking the supremum over all countable measurable partitions in [L1] proves ∣ν∣(E)<+∞. Applying this with E=X gives ∣ν∣(X)<+∞.

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Sources