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Signed Measure

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Definition
MeasureTheory

Let (X,F)(X,\mathcal{F}) be a measurable space. A signed measure μ\mu on (X,F)(X,\mathcal{F}) is a mapping such that 1. μ:X(,)\mu:X\to (-\infty,\infty) such that μ()=0\mu(\emptyset)=0 2. (An)nNF\forall(A_{n})_{n\in\mathbb{N}}\subset\mathcal{F} s.t. AiAj=A_{i}\cap A_{j}=\emptyset (i.e. pairwise disjoint) we have μ(n=1An)=n=1μ(An)\mu\left( \bigcup_{n=1}^{\infty}A_{n} \right)=\sum_{n=1}^{\infty}\mu(A_{n})

Let (X,F)(X,\mathcal{F}) be a measurable space, let μ\mu be a signed measure on (X,F)(X,\mathcal{F}). We define the positive signed measure to be μ+(A)=supCA,CFμ(C)\mu^{+}(A)=\sup_{C\subset A,C\in\mathcal{F}}\mu(C)

Let (X,F)(X,\mathcal{F}) be a measurable space, let μ\mu be a signed measure on (X,F)(X,\mathcal{F}). We define the negative signed measure to be μ(A)=infCA,CFμ(C)\mu^{-}(A)=-\inf_{C\subset A,C\in\mathcal{F}}\mu(C)

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