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| In [[mathematics]], '''signed measure''' is a generalization of the concept of [[measure (mathematics)|measure]] by allowing it to have [[negative and positive numbers|negative]] values. Some authors may call it a '''charge,'''<ref>A charge need not be countably additive: it can only be [[Sigma additivity#Additive (or finitely additive) set functions|finitely additive]]. See reference {{Harvnb|Bhaskara Rao|Bhaskara Rao|1983}} for a comprehensive introduction to the subject.</ref> by analogy with [[electric charge]], which is a familiar distribution that takes on positive and negative values.
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| ==Definition==
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| There are two slightly different concepts of a signed measure, depending on whether or not one allows it to take infinite values. In research papers and advanced books signed measures are usually only allowed to take finite values, while undergraduate textbooks often allow them to take infinite values. To avoid confusion, this article will call these two cases "finite signed measures" and "extended signed measures".
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| Given a [[measurable space]] (''X'', Σ), that is, a [[Set (mathematics)|set]] ''X'' with a [[sigma algebra]] Σ on it, an '''extended signed measure''' is a [[function (mathematics)|function]]
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| :<math>\mu:\Sigma\to \mathbb {R}\cup\{\infty,-\infty\}</math>
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| such that <math>\mu(\emptyset)=0</math> and <math> \mu </math> is [[sigma additivity|sigma additive]], that is, it satisfies the equality
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| :<math> \mu\left(\bigcup_{n=1}^\infty A_n\right) = \sum_{n=1}^\infty \mu(A_n)</math>
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| for any [[sequence]] ''A''<sub>1</sub>, ''A''<sub>2</sub>, ..., ''A''<sub>''n''</sub>, ... of [[disjoint set]]s in Σ. One consequence is that any extended signed measure can take +∞ as value, or it can take −∞ as value, but both are not available. The expression ∞ − ∞ is undefined <ref>See the article "''[[Extended real number line#Arithmetic operations|Extended real number line]]''" for more information.</ref> and must be avoided.
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| A '''finite signed measure''' is defined in the same way, except that it is only allowed to take real values. That is, it cannot take +∞ or −∞.
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| Finite signed measures form a vector space, while extended signed measures are not even closed under addition, which makes them rather hard to work with. On the other hand, measures are extended signed measures, but are not in general finite signed measures.
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| ==Examples==
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| Consider a nonnegative measure ν on the space (''X'', Σ) and a [[measurable function]] ''f'':''X''→ '''R''' such that
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| :<math>\int_X \! |f(x)| \, d\nu (x) < \infty. </math> | |
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| Then, a finite signed measure is given by
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| :<math>\mu (A) = \int_A \! f(x) \, d\nu (x) </math>
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| for all ''A'' in Σ.
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| This signed measure takes only finite values. To allow it to take +∞ as a value, one needs to replace the assumption about ''f'' being absolutely integrable with the more relaxed condition
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| :<math>\int_X \! f^-(x) \, d\nu (x) < \infty, </math>
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| where ''f''<sup>−</sup>(''x'') = max(−''f''(''x''), 0) is the [[positive and negative parts|negative part]] of ''f''.
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| ==Properties==
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| What follows are two results which will imply that an extended signed measure is the difference of two nonnegative measures, and a finite signed measure is the difference of two finite non-negative measures.
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| The [[Hahn decomposition theorem]] states that given a signed measure μ, there exist two measurable sets ''P'' and ''N'' such that: | |
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| #''P''∪''N'' = ''X'' and ''P''∩''N'' = ∅;
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| #μ(''E'') ≥ 0 for each ''E'' in Σ such that ''E'' ⊆ ''P'' — in other words, ''P'' is a [[positive and negative sets|positive set]];
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| #μ(''E'') ≤ 0 for each ''E'' in Σ such that ''E'' ⊆ ''N'' — that is, ''N'' is a negative set.
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| Moreover, this decomposition is unique [[up to]] adding to/subtracting μ-[[null set]]s from ''P'' and ''N''.
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| Consider then two nonnegative measures μ<sup>+</sup> and μ<sup>-</sup> defined by
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| :<math> \mu^+(E) = \mu(P\cap E)</math>
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| and
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| :<math> \mu^-(E)=-\mu(N\cap E)</math>
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| for all measurable sets ''E'', that is, ''E'' in Σ.
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| One can check that both μ<sup>+</sup> and μ<sup>-</sup> are nonnegative measures, with one taking only finite values, and are called the ''positive part'' and ''negative part'' of μ, respectively. One has that μ = μ<sup>+</sup> - μ<sup>-</sup>. The measure |μ| = μ<sup>+</sup> + μ<sup>-</sup> is called the ''variation'' of μ, and its maximum possible value, ||μ|| = |μ|(''X''), is called the ''[[total variation]]'' of μ.
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| This consequence of the Hahn decomposition theorem is called the ''Jordan decomposition''. The measures μ<sup>+</sup>, μ<sup>-</sup> and |μ| are independent of the choice of ''P'' and ''N'' in the Hahn decomposition theorem.
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| ==The space of signed measures==
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| The sum of two finite signed measures is a finite signed measure, as is the product of a finite signed measure by a real number: they are closed under [[linear combination]]. It follows that the set of finite signed measures on a measure space (''X'', Σ) is a real [[vector space]]; this is in contrast to positive measures, which are only closed under [[conical combination]], and thus form a [[convex cone]] but not a vector space. Furthermore, the [[total variation]] defines a [[norm (mathematics)|norm]] in respect to which the space of finite signed measures becomes a [[Banach space]]. This space has even more structure, in that it can be shown to be a [[Dedekind complete]] [[Riesz space|Banach lattice]] and in so doing the [[Radon–Nikodym theorem]] can be shown to be a special case of the [[Freudenthal spectral theorem]].
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| If ''X'' is a compact separable space, then the space of finite signed Baire measures is the dual of the real Banach space of all continuous real-valued functions on ''X'', by the [[Riesz representation theorem]].
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| ==See also==
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| * [[Complex measure]]
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| * [[Spectral measure]]
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| * [[Vector measure]]
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| * [[Riesz representation theorem]]
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| * [[Total variation]]
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| ==Notes==
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| <references/>
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| ==References==
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| * {{Citation
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| | last = Bartle
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| | place = New York-London-Sydney
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| | publisher = [[John Wiley and Sons]]
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| | pages = X+129
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| | url =
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| | doi =
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| | zbl = 0146.28201
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| | isbn = }}
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| *{{Citation
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| | last2 = Bhaskara Rao
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| | first2 = M.
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| | title = Theory of Charges: A Study of Finitely Additive Measures
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| | place = London
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| | publisher = [[Academic Press]]
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| | year = 1983
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| | series = Pure and Applied Mathematics
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| | volume = 109
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| | pages = x + 315
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| | url = http://books.google.it/books?id=mTNQvfe54CoC&printsec=frontcover#v=onepage&q&f=false
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| | isbn = 0-12-095780-9}}
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| *{{Citation
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| | publisher = [[Birkhäuser Verlag]]
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| | origyear = 1980
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| | year = 1997
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| | edition = reprint
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| | pages = IX+373
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| | url = http://books.google.it/books?id=vRxV2FwJvoAC&printsec=frontcover&dq=Measure+theory+Cohn&cd=1#v=onepage&q&f=false
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| | isbn = 3-7643-3003-1
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| }}
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| *{{Citation
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| | title = Vector measures
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| | publisher = [[American Mathematical Society]]
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| | series = Mathematical Surveys and Monographs
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| | volume = 15
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| | url = http://books.google.it/books?id=NCm4E2By8DQC&printsec=frontcover#v=onepage&q&f=false
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| | zbl = 0369.46039
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| | isbn = 0-8218-1515-6}}
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| * {{Citation
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| | author-link = Nelson Dunford
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| | last2 = Schwartz | first2 = Jacob T.
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| | author2-link = Jacob T. Schwartz
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| | year = 1959
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| | title = Linear Operators. Part I: General Theory. Part II: Spectral Theory. Self Adjoint Operators in Hilbert Space. Part III: Spectral Operators.
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| | place = New York and London
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| | publisher = [[John Wiley and Sons|Interscience Publishers]]
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| | series = Pure and Applied Mathematics
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| | volume = 6
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| | pages = XIV+858
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| | zbl = 0084.104
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| | isbn = 0-471-60848-3
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| }}
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| * {{Citation
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| | last = Dunford | first = Nelson
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| | author-link = Nelson Dunford
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| | last2 = Schwartz | first2 = Jacob T.
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| | author2-link = Jacob T. Schwartz
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| | year = 1963
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| | title = Linear Operators. Part I: General Theory. Part II: Spectral Theory. Self Adjoint Operators in Hilbert Space. Part III: Spectral Operators.
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| | place = New York and London
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| | publisher = [[John Wiley and Sons|Interscience Publishers]]
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| | pages = IX+859–1923
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| | zbl = 0128.34803
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| | isbn = 0-471-60847-5
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| }}
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| * {{Citation
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| | last = Dunford | first = Nelson
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| | author-link = Nelson Dunford
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| | last2 = Schwartz | first2 = Jacob T.
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| | author2-link = Jacob T. Schwartz
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| | year = 1971
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| | title = Linear Operators. Part I: General Theory. Part II: Spectral Theory. Self Adjoint Operators in Hilbert Space. Part III: Spectral Operators.
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| | place = New York and London
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| | publisher = [[John Wiley and Sons|Interscience Publishers]]
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| | series = Pure and Applied Mathematics
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| | volume = 8
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| | pages = XIX+1925–2592
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| | zbl = 0243.47001
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| | isbn = 0-471-60846-7
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| }}
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| * {{Citation
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| | last = Zaanen
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| | year = 1996
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| | title = Introduction to Operator Theory in Riesz spaces
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| | publisher = [[Springer Publishing]]
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| | isbn = 3-540-61989-5
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| }}
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| ----
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| {{PlanetMath attribution| id=4013 | title=Signed measure | id2=4014 | title2=Hahn decomposition theorem | id3=4015 | title3=Jordan decomposition }}
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| [[Category:Integral calculus]]
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| [[Category:Measures (measure theory)]]
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| [[Category:Wikipedia articles incorporating text from PlanetMath]]
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