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Jordan decomposition for functions of bounded variation

Statement

A real function $f$ on $[a, b]$ has bounded variation if and only if it is a difference of two nondecreasing functions. If $f (a) = 0$ , the canonical normalized decomposition is $f = P_{f} - N_{f}$ . More generally $f = f (a) + P_{f} - N_{f}$ .

It is minimal: if $f = f (a) + g - h$ with nondecreasing $g, h$ and $g (a) = h (a) = 0$ , then $P_{f} (x) \leq g (x)$ and $N_{f} (x) \leq h (x)$ for every $x$ .

Facts & Assumptions

Given: A function $f : [a, b] \to R$ .

[L1]

For BV $f$ , $P_{f}, N_{f}$ are nondecreasing, normalized at $a$ , and $f = f (a) + P_{f} - N_{f}$ (The positive and negative variations are nondecreasing and give the Jordan identities).

[L2]

Total variation is the supremum of sums of absolute increments (Bounded variation and total variation on an interval).

[L3]

Nondecreasing means that each forward increment is nonnegative (Nondecreasing, increasing (strictly increasing), nonincreasing, decreasing, monotone and strictly monotone real functions on a subset of $R$ , with the dictionary to monotone sequences).

[L4]

A partition is a finite increasing point list (Partition of $[a, b]$ as a finite strictly increasing list $a = t_{0} < t_{1} < \dots < t_{n} = b$ , its subintervals and their lengths, its mesh, refinement, and the common refinement of two partitions).

[L5]

Finite sums telescope and distribute over addition (Finite sums and finite products, by recursion, Laws of finite sums and finite products).

[L6]

$∣ u - v ∣ \leq ∣ u ∣ + ∣ v ∣$ (The triangle inequality).

Proof

technique · direct

1.1L1

If $f$ is BV, [L1] immediately supplies the stated difference of nondecreasing functions, with the asserted normalization.

1.2L2L3L4L5L6

Conversely suppose $f = f (a) + g - h$ with $g, h$ nondecreasing. For a partition $P = (n, t)$ , every forward increment of $g$ and $h$ is nonnegative, so $∣ f (t_{i + 1}) - f (t_{i}) ∣ \leq (g (t_{i + 1}) - g (t_{i})) + (h (t_{i + 1}) - h (t_{i}))$ . Summing and telescoping gives $V (f, P) \leq g (b) - g (a) + h (b) - h (a)$ , independent of $P$ ; hence $f$ is BV.

2.1step 1.2L1L2algebra∎

Now assume the decomposition is normalized. On $[a, x]$ , step 1.2 gives $V_{f} (x) \leq g (x) + h (x)$ , while $f (x) - f (a) = g (x) - h (x)$ . Adding these inequalities and dividing by $2$ yields $P_{f} (x) \leq g (x)$ ; subtracting the increment identity from the variation inequality yields $N_{f} (x) \leq h (x)$ .

Jordan decomposition for functions of bounded variation

Statement

Facts & Assumptions

Proof

Depends on

Dependency tree · 2 levels

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