## The Jordan Decomposition of an Indefinite Integral

So, after all our setup it shouldn’t be surprising that we take an integrable function and define its indefinite integral:

Now, as we’ve pointed out, this will be a measure so long as is a.e. non-negative. But now if is any integrable function at all, the indefinite integral is a finite signed measure.

Let’s give a Hahn decomposition corresponding to . I say that if we set

then is positive, is negative, and is a Hahn decomposition. Indeed, we know that and are measurable. Thus if is measurable, then is measurable, and we find

since everywhere. Similarly, we verify that is negative.

Now we can use this to find the Jordan decomposition of . We define

That is, the upper variation of is the indefinite integral of the positive part of , while the lower variation of is the indefinite integral of the negative part of . And then we can calculate

The total variation of is the indefinite integral of the absolute value of .

[…] define to be the indefinite integral of . We can tell that the total variation is the Lebegue measure itself, since . Thus if then we can easily […]

Pingback by Absolute Continuity I « The Unapologetic Mathematician | July 1, 2010 |