If is a real measure (i.e., a measure that takes on real values), then one can decompose it according to where it is positive and negative. The positive variation is defined by
| (1) |
where is the total variation. Similarly, the negative variation is
| (2) |
Then the Jordan decomposition of is defined as
| (3) |
When already is a positive measure then
. More generally, if
is absolutely continuous, i.e.,
| (4) |
then so are and
. The positive and negative variations can also be written as
| (5) |
and
| (6) |
where is the decomposition of
into its positive and negative parts.
The Jordan decomposition has a so-called minimum property. In particular, given any positive measure , the measure
has another decomposition
| (7) |
The Jordan decomposition is minimal with respect to these changes. One way to say this is that any decomposition must have
and
.