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2020 Mathematics Subject Classification: Primary: 26A45 [MSN][ZBL] (Functions of one variable)

2020 Mathematics Subject Classification: Primary: 26B30 Secondary: 28A1526B1549Q15 [MSN][ZBL] (Functions of severable variables)

Also called total variation. A numerical characteristic of functions of one or more real variables which is connected with differentiability properties.

Functions of one variable

Classical definition

Let $I\subset \mathbb R$ be an interval. The total variation is defined in the following way.

Definition 1 Consider the collection $\Pi$ of ordered $(N+1)$-ples of points $a_1<a_2 < \ldots < a_{N+1}\in I$, where $N$ is an arbitrary natural number. The total variation of a function $f: I\to \mathbb R$ is given by \begin{equation}\label{e:TV} TV\, (f) := \sup \left\{ \sum_{i=1}^N |f(a_{i+1})-f(a_i)| : (a_1, \ldots, a_{N+1})\in\Pi\right\}\, \end{equation} (cp. with Section 4.4 of [Co] or Section 10.2 of [Ro]).

If the total variation is finite, then $f$ is called a function of bounded variation. For examples, properties and issues related to the space of functions of bounded variation we refer to Function of bounded variation.

The definition of total variation of a function of one real variable can be easily generalized when the target is a metric space $(X,d)$: it suffices to substitute $|f(a_{i+1})-f(a_i)|$ with $d (f(a_{i+1}), f(a_i))$ in \ref{e:TV}.

Modern definition and relation to measure theory

Classically right-continuous functions of bounded variations can be mapped one-to-one to signed measures. More precisely, consider a signed measure $\mu$ on (the Borel subsets of) $\mathbb R$ with finite total variation (see Signed measure for the definition). We then define the function \begin{equation}\label{e:F_mu} F_\mu (x) := \mu (]-\infty, x])\, . \end{equation}

Theorem 2

• For every signed measure $\mu$ with finite total variation, $F_\mu$ is a right-continuous function of bounded variation such that $\lim_{x\to -\infty} F_\mu (x) = 0$ and $TV (f)$ equals the total variation of $\mu$ (i.e. $|\mu| (\mathbb R))$.
• For every right-continuous function $f:\mathbb R\to \mathbb R$ of bounded variation with $\lim_{x\to-\infty} f (x) = 0$ there is a unique signed measure $\mu$ such that $f=F_\mu$.

Moreover, the total variation of $f$ equals the total variation of the measure $\mu$ (cp. with Signed measure for the definition).

For a proof see Section 4 of Chapter 4 in [Co]. Obvious generalizations hold in the case of different domains of definition.

Jordan decomposition

A fundamental characterization of functions of bounded variation of one variable is due to Jordan.

Theorem 3 Let $I\subset \mathbb R$ be an interval. A function $f: I\to\mathbb R$ has bounded variation if and only if it can be written as the difference of two bounded nondecreasing functions.

(Cp. with Theorem 4 of Section 5.2 in [Ro]). Indeed it is possible to find a canonical representation of any function of bounded variation as difference of nondecreasing functions.

Theorem 4 If $f:[a,b] \to\mathbb R$ is a function of bounded variation then there is a pair of nondecreasing functions $f^+$ and $f^-$ such that $f= f^+- f^-$ and $TV (f) = f^+ (b)-f^+ (a) + f^- (b)- f^- (a)$. The pair is unique up to addition of a constant, i.e. if $g^+$ and $g^-$ is a second pair with the same property, then $g^+-g^-=f^+-f^-\equiv {\rm const}$.

(Cp. with Theorem 3 of Section 5.2 in [Ro]). The latter representation of a function of bounded variation is also called Jordan decomposition.

Negative and positive variations

It is possible to define the negative and positive variations of $f$ in the following way.

Definition 5 Let $I\subset \mathbb R$ be an interval and $\Pi$ be as in Definition 1. The negative and positive variations of $f:I\to\mathbb R$ are then defined as \[ TV^+ (f):= \sup \left\{ \sum_{i=1}^N \max \{(f(a_{i+1})-f(a_i)), 0\} : (a_1, \ldots, a_{N+1})\in\Pi\right\}\, \] \[ TV^- (f) := \sup \left\{ \sum_{i=1}^N \max \{-(f(a_{i+1})-f(a_i)), 0\} : (a_1, \ldots, a_{N+1})\in\Pi\right\}\, . \]

If $f$ is a function of bounded variation on $[a,b]$ we can define $f^+ (x) = TV^+ (f|_{[a,x]})$ and $f^- (x) = TV^- (f|_{[a,x]})$. Then it turns out that, up to constants, these two functions give the Jordan decomposition of Theorem 4, cp. with Lemma 3 in Section 2, Chapter 5 of [Ro].

Historical remark

The variation of a function of one real variable was considered for the first time by C. Jordan in [Jo] to study the pointwise convergence of Fourier series, cp. with Jordan criterion and Function of bounded variation.