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The total variation of an absolutely continuous signed or complex measure has density the absolute value of the Radon-Nikodym derivative
Statement
Let be a sigma-finite positive measure.
- If is a finite signed measure with and Radon-Nikodym derivative , then
- If is a finite complex measure with and Radon-Nikodym derivative , then
Facts & Assumptions
Given: A sigma-finite positive measure and an absolutely continuous finite signed or finite complex measure .
A real density defines a finite signed measure whose total variation is the integral of its absolute value. (A real L^1 density defines a finite signed measure with its canonical Hahn and Jordan data)
A complex density defines a complex measure whose total variation is the integral of its modulus. (A complex L^1 density defines a complex measure whose total variation is |h| dmu)
Finite absolutely continuous signed measures and finite absolutely continuous complex measures admit integrable representatives of their Radon-Nikodym derivatives. (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)
Proof
In the finite signed case, [L3] gives an integrable real-valued representative of , and [L1] applied to that density yields exactly
In the finite complex case, [L3] gives an integrable complex representative of , and [L2] applied to that density yields the same formula
Steps 1.1 and 1.2 prove the signed and complex clauses.
Depends on
- A finite complex measure absolutely continuous with respect to a sigma-finite positive measure has an integrable complex density
- The Radon-Nikodym derivative as an almost-everywhere equivalence class
- A real L^1 density defines a finite signed measure with its canonical Hahn and Jordan data
- A complex L^1 density defines a complex measure whose total variation is |h| dmu
- A sigma-finite signed measure that is absolutely continuous with respect to a sigma-finite positive measure has a unique almost-everywhere density
Used by
- The Radon-Nikodym derivative is integrable exactly when the absolutely continuous part is finite Proposition
- Every finite signed or complex measure has a polar decomposition against its total variation Theorem
- For finite signed or complex measures, absolute continuity is equivalent to the epsilon-delta small-set condition Theorem
Dependency tree · two levels
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Sources
- Richard F. Bass, Real Analysis for Graduate Students, Exercise 13.4 (standard reference, not scraped)
- John K. Hunter, Measure Theory, §6.9 (standard reference, not scraped)