Namespaces
Variants
Actions

Difference between revisions of "Jordan decomposition (of a function)"

From Encyclopedia of Mathematics
Jump to: navigation, search
m
m
 
(2 intermediate revisions by the same user not shown)
Line 5: Line 5:
 
{{TEX|done}}
 
{{TEX|done}}
  
A canonical decomposition theorem (due to Jordan) for  [[Function of bounded variation|functions of bounded variation]] of one real variable.  
+
A canonical decomposition theorem (due to Jordan) for  [[Function of bounded variation#Jordan decomposition|functions of bounded variation]] of one real variable.  
  
 
'''Theorem'''
 
'''Theorem'''
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 $TV (f) = f^+ (b)-f^+ (a) + f^- (b)- f^- (a)$ (where $TV (f)$ denotes the [[Variation of a function|total variation]] of $f$ (see also [[Function of bounded variation]]). 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 $g^+-g^-=f^+-f^-\equiv {\rm const}$.
+
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 $TV (f) = f^+ (b)-f^+ (a) + f^- (b)- f^- (a)$ (where $TV (f)$ denotes the [[Variation of a function|total variation]] of $f$ (see also [[Function of bounded variation]]). 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 $g^+-f^+=g^--f^-\equiv {\rm const}$.
  
 
For a proof see Section 5.2 of {{Cite|Ro}}.  
 
For a proof see Section 5.2 of {{Cite|Ro}}.  
 +
 +
The decomposition is related to the [[Jordan decomposition (of a signed measure)]]. More precisely, if we denote by $\mu$, $\mu^+$ and $\mu^-$ the [[Generalized derivative|generalized derivatives]] of, respectively, $f$, $f^+$ and $f^-$ we then have that
 +
* $\mu$ is a [[Signed measure|signed measure]]
 +
* $\mu^+$ and $\mu^-$ are (nonnegative) measures
 +
on the [[Borel set|Borel sets]] of $\mathbb R$ and $\mu = \mu^+-\mu^-$ is the Jordan decomposition of $\mu$.
 +
For more details we refer to [[Function of bounded variation]].
  
 
====References====
 
====References====

Latest revision as of 14:05, 10 December 2012

2020 Mathematics Subject Classification: Primary: 26A45 [MSN][ZBL]

A canonical decomposition theorem (due to Jordan) for functions of bounded variation of one real variable.

Theorem 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 $TV (f) = f^+ (b)-f^+ (a) + f^- (b)- f^- (a)$ (where $TV (f)$ denotes the total variation of $f$ (see also Function of bounded variation). 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 $g^+-f^+=g^--f^-\equiv {\rm const}$.

For a proof see Section 5.2 of [Ro].

The decomposition is related to the Jordan decomposition (of a signed measure). More precisely, if we denote by $\mu$, $\mu^+$ and $\mu^-$ the generalized derivatives of, respectively, $f$, $f^+$ and $f^-$ we then have that

  • $\mu$ is a signed measure
  • $\mu^+$ and $\mu^-$ are (nonnegative) measures

on the Borel sets of $\mathbb R$ and $\mu = \mu^+-\mu^-$ is the Jordan decomposition of $\mu$. For more details we refer to Function of bounded variation.

References

[AFP] L. Ambrosio, N. Fusco, D. Pallara, "Functions of bounded variations and free discontinuity problems". Oxford Mathematical Monographs. The Clarendon Press, Oxford University Press, New York, 2000. MR1857292Zbl 0957.49001
[Co] D. L. Cohn, "Measure theory". Birkhäuser, Boston 1993.
[Jo] C. Jordan, "Sur la série de Fourier" C.R. Acad. Sci. Paris , 92 (1881) pp. 228–230
[Ro] H.L. Royden, "Real analysis" , Macmillan (1969) MR0151555 Zbl 0197.03501
How to Cite This Entry:
Jordan decomposition (of a function). Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Jordan_decomposition_(of_a_function)&oldid=27723