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Jordan decomposition (Definition)

Let $ (\Omega,\mathscr{S},\mu)$ be a signed measure space, and let $(A,B)$ be a Hahn decomposition for $\mu$ . We define $\mu^+$ and $\mu^-$ by$$\mu^+(E) = \mu(A\cap E)\quad \mbox{and} \quad \mu^-(E)=-\mu(B\cap E)$$ This definition is easily shown to be independent of the chosen Hahn decomposition.

It is clear that $\mu^+$ is a positive measure, and it is called the positive variation of $\mu$ . On the other hand, $\mu^-$ is a positive finite measure, called the negative variation of $\mu$ . The measure $|\mu|=\mu^+ + \mu^-$ is called the total variation of $\mu$ .

Notice that $\mu = \mu^+ - \mu^-$ . This decomposition of $\mu$ into its positive and negative parts is called the Jordan decomposition of $\mu$ .




"Jordan decomposition" is owned by Koro.
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Also defines:  positive variation, negative variation, total variation
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Cross-references: negative, measure, finite, positive, positive measure, clear, independent, Hahn decomposition, signed measure
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This is version 6 of Jordan decomposition, born on 2003-02-10, modified 2003-02-11.
Object id is 4015, canonical name is JordanDecomposition.
Accessed 9667 times total.

Classification:
AMS MSC28A12 (Measure and integration :: Classical measure theory :: Contents, measures, outer measures, capacities)

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