Measure, Integration & Real Analysis · Problem 9A.2
Linear Maps on Hilbert Spaces — Sheldon Axler
Mathematics — Measure Theory · total-variation-absolute-value
Problem
Suppose ν is a real measure on (X,S). Define μ:S→[0,∞) by
μ(E)=∣ν(E)∣.
Prove that μ is a (positive) measure on (X,S) if and only if the range of ν is contained in [0,∞) or the range of ν is contained in (−∞,0].