A signed measure on a measurable space is a set function
that is countably
additive, vanishes on the empty set, and does not
take both
and
as values (Hunter 2011, pp. 70-71).
A signed measure is finite when all its values are finite. A finite signed measure is a real measure, equivalently a complex measure whose values are all real numbers (Rudin 1987, p. 119).
For a finite signed measure, the Jordan measure decomposition gives a unique representation
where
and
are finite mutually singular positive
measures. Its total variation is
, so
(Hunter 2011, pp. 73-74). Conversely,
a signed measure with finite total variation is
finite.