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Measure Theory and Functional Analysis




                    Notes             Let (X, ) be a measurable space and then A   X is said to be a positive set relative to a
                                       signed measure  defined on (X, ) if
                                       (i)  A is measurable

                                       (ii)   (E)   0,    E   A s.t. E is measurable.
                                      Let (X, ) be a measurable space. Then A   X is said to be negative set relative to a signed
                                       measure  if
                                       (i)  A is measurable
                                       (ii)   (E)   0,    E   A s.t. E is measurable.

                                      A   X is said to be a null set relative to a signed measure   defined on measurable space
                                       (X, ) is: A is both positive and negative relative to  .

                                   13.3 Keywords

                                   Hahn Decomposition: Definition: A decomposition of a measurable space X into two subsets s.t.
                                   X = P   Q, P   Q =  .
                                   Negative Set: Let (X, ) be a measurable space. Then a subset A of X is said to be a negative set
                                   relative to a signed measure   defined on measurable space (X, ) if
                                   (i)  A    i.e., A is measurable.
                                   (ii)   (E)   0,   E   A s.t. E is measurable.

                                   Null Set: A set A   X is said to be a null set relative to a signed measure   defined on measurable
                                   space (X, ) is, A is both positive and negative relative to  .
                                   Positive Set: Let (X, ) be a measurable space and let A be any subset of X. Then A   X is said to
                                   be a positive set relative to a signed measure   defined on (X, ), if
                                   (i)  A   , i.e. A is measurable.

                                   (ii)   (E)   0,   E   A s.t. E is measurable.
                                   Signed Measure: Let the couple (X, ) be a measurable space, where  represents a  -algebra of
                                   subsets of X. An extended real valued set function

                                                             :    [–  ,  ]
                                   defined on  is called a signed measure, if it satisfies the following postulates:
                                   (i)   assumes at most one of the values –   or +  .

                                   (ii)   ( ) = 0.
                                   13.4 Review Questions


                                                    2
                                                   x
                                   1.  If   (E) =   xe  dx,  then find positive, negative and null sets w.r.t.  . Also give a Hahn
                                                E
                                       decomposition of R w.r.t.  .
                                   2.  State and prove Hahn decomposition theorem for signed measures.
                                   3.  If   is a measure and  ,   are the signed measures given by   (E) =   (A   E),   (E) =   (B
                                                         1  2                           1             2
                                          E), where   (A   B) = 0, show that      .
                                                                      1  2



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