Definition
Formally, a complex measure μ on a measurable space (X,Σ) is a function
defined on Σ and taking complex values, which is sigma-additive; that is, for any sequence (An)n of disjoint sets in Σ one has
provided that the sum on the right converges absolutely or diverges properly, by analogy with the real-valued signed measures.
Read more about this topic: Complex Measure
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