A complex measure on a measurable space is a countably
additive set function
with
(Hunter 2011, p. 77). The set
of complex measures on
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
makes this vector
space a Banach space.
Using the polar representation of , a measurable function
with
has Lebesgue
integral
where
is the unit-modulus density in that representation (Rudin 1987, pp. 124-125
and 129).
Complex measures take values in . In contrast, a projection-valued
measure takes values in orthogonal projections
on a Hilbert space
. 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
using such a projection-valued
measure on the Borel sets of its operator
spectrum (Williams 2018, pp. 15-20).