Variation measure Created 2026-10-05 Updated 2026-10-07
For a finite signed or complex measure , its variation is the positive measure
It controls integration by .
Vector measure 2026-10-07
A finite-dimensional vector measure has scalar measures as components and a total variation norm of a measure defined using their joint vector norm. Finite variation controls every pairing with a bounded continuous vector test. Derivatives in the bounded-variation space are examples.
Convergence in the displayed sense combines strong function convergence with weak-star convergence of derivative vector measures against tests. Strong convergence and a uniform variation bound imply the derivative convergence by integration by parts and uniform test-function approximation. Conversely the Uniform boundedness principle bounds the derivative measures of a convergent sequence.
Weak topology of probability measures Created 2026-10-06 Updated 2026-10-07
This is the coarsest topology making all displayed bounded-continuous test integrals continuous. On a separable metric space it is metrized by the bounded-Lipschitz metric. This probability-measure topology should be distinguished from the weak topology of a Banach space.