Added a variation bound for scalar measures.
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@@ -90,3 +90,24 @@
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Let $(X, \cm)$ be a measurable space and $\mu$ be a signed/vector measure, then $\mu$ is \textbf{finite} if $|\mu|$ is finite.
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\end{definition}
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\begin{lemma}
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\label{lemma:variation-bound}
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Let $(X, \cm)$ be a measurable space, $K \in \RC$, $\mu: \cm \to K$ be a signed/complex measure, then:
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\begin{enumerate}
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\item If $K = \real$, then $|\mu|(X) \le 2\sup_{A \in \cm}\norm{\mu(A)}_E$.
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\item If $K = \complex$, then $|\mu|(X) \le 4\sup_{A \in \cm}\norm{\mu(A)}_E$.
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\end{enumerate}
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\end{lemma}
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\begin{proof}
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(1, scalar): Let $X = P \sqcup N$ with $P, N \in \cm$ be a \hyperref[Hahn decomposition]{theorem:hahn-decomposition} of $\mu$, then
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\[
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|\mu|(X) = |\mu(X \cap P)| + |\mu(X \cap N)| \le 2\sup_{A \in \cm}\norm{\mu(A)}_E
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\]
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(2, scalar): By (1),
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\[
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|\mu|(X) \le |\text{Re}(\mu)|(X) + |\text{Im}(\mu)|(X) \le 4\sup_{A \in \cm}\norm{\mu(A)}_E
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\]
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\end{proof}
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