Solution

ID: past-exam-of-the-real-and-harmonic-analysis-course-of-the-university-of-oxford/2007/1/b/i/solution

For a signed measure define its total variation measure by
The value at the empty set is zero. For disjoint measurable sets with union , any finite partition of gives
Taking the supremum proves one inequality. In the reverse direction choose, for the first sets, finite partitions approaching their variation values. Combining these partitions and the remaining set gives
If one term is infinite, its partition sums can instead be made arbitrarily large. Letting and proves countable additivity, including infinite values. Thus is a positive measure. This uses only countable additivity of , without assuming a Hahn decomposition.

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