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Jordan decomposition
Let be a signed measure space, and let be a Hahn decomposition for . We define and by
This definition is easily shown to be independent of the chosen Hahn decomposition.
It is clear that is a positive measure, and it is called the positive variation of . On the other hand, is a positive finite measure, called the negative variation of . The measure is called the total variation of .
Notice that . This decomposition of into its positive and negative parts is called the Jordan decomposition of .
Type of Math Object:
Definition
Major Section:
Reference
Mathematics Subject Classification
28A12 Contents, measures, outer measures, capacities- Forums
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