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If a disjoint union has finite signed measure, then the signed-measure series converges absolutely
Statement
Let be a signed measure on and let be pairwise disjoint measurable sets. If then the real series converges absolutely.
Facts & Assumptions
Given: A signed measure , a pairwise disjoint measurable sequence , and the finite value .
A subset of a set of finite signed measure also has finite signed measure. (A subset of a set of finite signed measure also has finite signed measure)
A signed measure is countably additive on every disjoint measurable sequence. (A signed measure is countably additive and takes at most one infinite value)
Unconditional convergence of a real series means that every rearrangement converges to the same sum. (Rearrangement of a series along a bijection of , and unconditional convergence)
For a series of real numbers, unconditional convergence is equivalent to absolute convergence. (For a series of real numbers, unconditional convergence and absolute convergence are the same property)
Proof
Put . Each , so [L1] makes every [L1, L3, L4] a real number. Thus is a real series to which [L3] and [L4] apply.
Let be a bijection. The sequence [L2, L3] is again pairwise disjoint and has the same union , so [L2] gives Hence the series is unconditionally convergent in the sense of [L3].
Step 1.2 and [L4] imply that converges absolutely.
Depends on
A signed measure is countably additive and takes at most one infinite value
A subset of a set of finite signed measure also has finite signed measure
Rearrangement of a series along a bijection of , and unconditional convergence
For a series of real numbers, unconditional convergence and absolute convergence are the same property