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