Positive and negative sets

Positive and negative sets

In measure theory, given a measurable space ("X",Σ) and a signed measure μ on it, a set "A" ∈ Σ is called a positive set for μ if every Σ-measurable subset of "A" has nonnegative measure; that is, for every "E" ⊆ "A" that satisfies "E" ∈ Σ, one has μ("E") ≥ 0.

Similarly, a set "A" ∈ Σ is called a negative set for μ if for every subset "E" of "A" satisfying "E" ∈ Σ, one has μ("E") ≤ 0.

Intuitively, a measurable set "A" is positive (resp. negative) for μ if μ is nonnegative (resp. nonpositive) everywhere on "A". Of course, if μ is a nonnegative measure, every element of Σ is a positive set for μ.

In the light of Radon–Nikodym theorem, if &nu; is a &sigma;-finite positive measure such that |&mu;| << &nu;, a set "A" is a positive set for &mu; if and only if the Radon–Nikodym derivative d&mu;/d&nu; is nonnegative &nu;-almost everywhere on "A". Similarly, a negative set is a set where d&mu;/d&nu; &le; 0 &nu;-almost everywhere.

Properties

It follows from the definition that every measurable subset of a positive or negative set is also positive or negative. Also, the union of a sequence of positive or negative sets is also positive or negative; more formally, if ("A""n")"n" is a sequence of positive sets, then:igcup_{n=1}^infty A_nis also a positive set; the same is true if the word "positive" is replaced by "negative".

A set which is both positive and negative is a &mu;-null set, for if "E" is a measurable subset of a positive and negative set "A", then both &mu;("E") &ge; 0 and &mu;("E") &le; 0 must hold, and therefore, &mu;("E") = 0.

Hahn decomposition

The Hahn decomposition theorem states that for every measurable space ("X",&Sigma;) with a signed measure &mu;, there is a partition of "X" into a positive and a negative set; such a partition ("P","N") is unique up to &mu;-null sets, and is called a "Hahn decomposition" of the signed measure &mu;.

Given a Hahn decomposition ("P","N") of "X", it is easy to show that "A" &sube; "X" is a positive set if and only if "A" differs from a subset of "P" by a &mu;-null set; equivalently, if "A"−"P" is &mu;-null. The same is true for negative sets, if "N" is used instead of "P".


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