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Every complex measure has finite total variation
Statement
If is a complex measure on , then . More generally, for every measurable .
Facts & Assumptions
Given: A complex measure on and a measurable set .
The total variation is the supremum of the countable partition sums . (The total variation |nu|(E) from countable measurable partitions)
The set functions and are finite signed measures and . (The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu)
For a signed measure with Jordan parts , . (For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal)
Proof
Put and . By [L2], these are finite signed measures and for every measurable .
Let be any countable measurable partition of . Step 1.1 and the one-piece lower bound in the definition of variation give By [L3], and , so countable additivity of the four positive Jordan parts turns the right side into .
The quantities and are finite by [L2] and [L3]: both Jordan parts of a finite signed measure are finite on . Thus step 2.1 gives the partition-independent bound Taking the supremum over all countable measurable partitions in [L1] proves . Applying this with gives .
Depends on
The real and imaginary parts of a complex measure are finite signed measures, and nu = Re nu + i Im nu
For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal
The total variation |nu|(E) from countable measurable partitions
A complex measure is a finite-valued countably additive set function
Real and imaginary parts, complex conjugation, and modulus