TheoremBase

Existence of the Total Variation of a Finite Signed Measure

For a finite signed measure and a measurable set A, the numbers ν(B) − ν(A∖B) over the measurable subsets B of A have a greatest element, attained at the part of A in any Hahn set and equal to ν⁺(A) + ν⁻(A).

Statement

In the setting of Radon Measures on Locally Compact Metric Spaces: Standing Notation, let (X,F)(X,\mathcal{F}) be a measurable space, let ν\nu be a finite signed measure on (X,F)(X,\mathcal{F}), and let A∈FA\in\mathcal{F}.

Greatest element. The set of real numbers

Sν(A)={ν(B)−ν(A∖B):B∈F, B⊆A}S_{\nu}(A)=\{\nu(B)-\nu(A\setminus B):B\in\mathcal{F},\ B\subseteq A\}

has a greatest element, and for every Hahn set PP for ν\nu this greatest element is

max⁡Sν(A)=ν(A∩P)−ν(A∖P)=ν+(A)+ν−(A).\max S_{\nu}(A)=\nu(A\cap P)-\nu(A\setminus P)=\nu^{+}(A)+\nu^{-}(A).

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