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Complex Measure


A complex measure on a measurable space (X,A) is a countably additive set function mu:A->C with mu(emptyset)=0 (Hunter 2011, p. 77). The set of complex measures on (X,A) forms a vector space. Note that this is not the case for the more common positive measures. Every complex measure has finite total variation (Rudin 1987, pp. 116-119). The norm ||mu||=|mu|(X) makes this vector space a Banach space.

Using the polar representation of mu, a measurable function f with int|f|d|mu|<infty has Lebesgue integral

 intfdmu=inte^(itheta)fd|mu|,

where e^(itheta) is the unit-modulus density in that representation (Rudin 1987, pp. 124-125 and 129).

Complex measures take values in C. In contrast, a projection-valued measure takes values in orthogonal projections on a Hilbert space H. Its countable additivity is interpreted in the strong operator topology, by applying the operators to each fixed vector, rather than as convergence in operator norm. The spectral theorem represents a bounded Hermitian operator T:H->H using such a projection-valued measure on the Borel sets of its operator spectrum (Williams 2018, pp. 15-20).


See also

Banach Space, Lebesgue Integral, Measure, Measure Space, Polar Representation, Projection-Valued Measure, Real Measure, Signed Measure

Portions of this entry contributed by Todd Rowland

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References

Hunter, J. K. "Complex Measures." §6.9 in Measure Theory. p. 77, 2011. https://www.math.ucdavis.edu/~hunter/measure_theory/measure_notes.pdf.Rudin, W. Real and Complex Analysis, 3rd ed. New York: McGraw-Hill, pp. 116-119, 124-125, and 129, 1987.Williams, D. P. Lecture Notes on the Spectral Theorem. Aug. 10, 2018. https://www.math.dartmouth.edu/~dana/bookspapers/ln-spec-thm.pdf.

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Complex Measure

Cite this as:

Weisstein, Eric W., with contributions by Todd Rowland. "Complex Measure." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ComplexMeasure.html

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