Let


* $\Omega$ be a set
* $\mathcal A$ be a $\sigma$-algebra on $\Omega$
* $\mu:\mathcal A\to\mathbb R$ be $\sigma$-additive


If $\mathcal S\subseteq2^\Omega$ with $\emptyset\in\mathcal S$, then $$\operatorname{Var}\_\mu^{\mathcal S}(A):=\sup\left\{\sum\_{i=1}^n|\mu(S\_i)|:n\in\mathbb N\text{ and }S\_1,\ldots,S\_n\in\mathcal S\text{ are pairwise disjoint with }\biguplus\_{i=1}^nS\_i\subseteq A\right\}$$ for $A\subseteq\Omega$.



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> In Corollary 1.10 of the book *Vector Measures* by Diestel and Uhl, the authors seem to use the identity $$\operatorname{Var}\_\mu^{\mathcal S}(S)=\operatorname{Var}\_\mu^{\mathcal A}(S)\;\;\;\text{for all }S\in\mathcal S\;.\tag1$$ In their scenario, $\mathcal S$ is an algebra on $\Omega$ with $\sigma(\mathcal S)=\mathcal A$. How can we prove $(1)$?
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I don't know how we need to argue, but if $(\mu^+,\mu^-)$ denotes the Jordan decomposition of $\mu$, then we clearly have $$\operatorname{Var}\_\mu^{\mathcal A}(A)=(\mu^++\mu^-)(A)\;\;\;\text{for all }A\in\mathcal A\tag2\;.$$


In the same way we obtain the following: If $\mathcal S$ is $\cup$-stable, then $$\operatorname{Var}\_\mu^{\mathcal S}(S)\le(\mu^++\mu^-)(S)\;\;\;\text{for all }S\in\mathcal S\tag3\;.$$ The problematic thing is the other inequality.


The other inequality in $(2)$ is proved in the following way: Let $(\Omega^+,\Omega^-)$ be a Hahn decomposition of $\Omega$ with respect to $\mu$. Then, $$A\cap\Omega^\pm\in\mathcal A$$ are disjoint with $$A=A\cap\Omega^+\uplus A\cap\Omega^-\tag4$$ and hence \begin{equation}\begin{split}(\mu^++\mu^-)(A)&=\mu(A\cap\Omega^+)-\mu(A\cap\Omega^-)\\&=|\mu(A\cap\Omega^+)|+|\mu(A\cap\Omega^-)|\\&\le\operatorname{Var}\_\mu^{\mathcal A}(A)\end{split}\tag5\end{equation} for all $A\in\mathcal A$. The key point is that $(4)$ is a partition of $A$ with elements from $\mathcal A$. Since we don't know whether $A\cap\Omega^\pm\in\mathcal S$, we cannot proceed in the same way to establish $(1)$.



If $\mu$ is a signed measure and $\mathcal S$ is a subfield, then the variations of $\mu$ and $\left.\mu\right|_{\mathcal S}$ coincide on $\mathcal S$
We can prove the claim even in a more general setting. For the sake of clarity, I redeclare the objects: Let


* $\Omega$ be a set
* $\mathcal A$ be an algebra on $\Omega$
* $E$ be a $\mathbb R$-Banach space
* $\mu:\mathcal A\to E$ be bounded and $\sigma$-additive


We will need the following Lemma:



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> Let $\nu:\mathcal A\to[0,\infty)$ be $\sigma$-additive with $\mu\ll\nu$ and $\overline\nu$ denote the unique extension of $\nu$ to a $\sigma$-additive function $\sigma(\mathcal S)\to[0,\infty)$ $\Rightarrow$ $\mu$ has a unique extension $\overline\mu:\sigma(\mathcal A)\to E$ with $\overline\mu\ll\overline\nu$.
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The proof is surprisingly simple:


* Note that $$d\_{\overline\nu}(A,B):=\overline\nu(A\:\Delta\:B)\;\;\;\text{for }A,B\in\sigma(\mathcal A)$$ is a semimetric on $\sigma(\mathcal A)$ and
* $\mu\ll\nu$ is equivalent to $\mu$ being uniformly continuous wrt $d\_\nu$
* $\mathcal A$ is dense in $\sigma(\mathcal A)$ wrt $d\_{\overline\nu}$
* Thus, as $E$ is complete, there is a unique extension $\overline\mu:\sigma(\mathcal A)\to E$ of $\mu$ and $\overline\mu$ is uniformly continuous wrt $d\_{\overline\nu}$, i.e. $\overline\mu\ll\overline\nu$
* We can show that $\overline\mu$ is $\sigma$-additive


Now, assume $\mu$ has bounded variation, i.e. $\operatorname{Var}\_\mu^{\mathcal A}(\Omega)<\infty$, and choose $$\nu:=\left.\operatorname{Var}\_\mu^{\mathcal A}\right|\_{\mathcal A}.$$ $\nu$ is $\sigma$-additive and $$\left\|\mu(A)\right\|\_E\le\nu(A)\;\;\;\text{for all }A\in\mathcal A$$ and hence $$\mu\ll\nu.$$ By the lemma, $\mu$ has a unique $\sigma$-additive extension $\overline\mu:\sigma(\mathcal A)\to E$ with $$\overline\mu\ll\overline\nu.$$


Now, all we need to do is showing $$\left\|\overline\mu(A)\right\|\_E\le\overline\nu(A)\;\;\;\text{for all }A\in\sigma(\mathcal A),$$ since then $$|\mu|(A)\le\overline\nu(A)\;\;\;\text{for all }A\in\sigma(\mathcal A)$$ and the other inequality is trivial. So, let $A\in\sigma(\mathcal A)$. Since $\mathcal A$ is dense in $\sigma(\mathcal A)$ wrt $d\_{\overline\nu}$, there is a sequence $(A\_n)\_{n\in\mathbb N}\subseteq\mathcal A$ with $$d\_{\overline\nu}(A,A\_n)\xrightarrow{n\to\infty}0.$$


Since $\overline\mu\ll\overline\nu$, $\overline\mu$ is (uniformly) continuous with respect to $d\_{\overline\nu}$ and hence $$\mu(A\_n)=\overline\mu(A\_n)\xrightarrow{n\to\infty}\overline\mu(A).$$ Clearly, $\overline\nu$ is continuous wrt $d\_{\overline\nu}$ and hence $$\nu(A\_n)=\overline\nu(A\_n)\xrightarrow{n\to\infty}\overline\nu(A)$$ and as $$\left\|\mu(A\_n)\right\|\_E\le\nu(A\_n)\;\;\;\text{for all }n\in\mathbb N,$$ we conclude $$\left\|\overline\mu(A)\right\|\_E\le\overline\nu(A).$$


