Definition:Total Variation/Measure Theory/Signed Measure
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Definition
Let $\struct {X, \Sigma}$ be a measurable space.
Let $\mu$ be a signed measure on $\struct {X, \Sigma}$.
Let $\size \mu$ be the variation of $\mu$.
We define the total variation $\norm \mu$ of $\mu$ by:
- $\norm \mu = \map {\size \mu} X$
Sources
- 2013: Donald L. Cohn: Measure Theory (2nd ed.) ... (previous) ... (next): $4.1$: Signed and Complex Measures