Jordan decomposition lemma

A bounded variation function can be written as a difference of two increasing functions.
Jordan decomposition lemma

Jordan decomposition lemma: Let a<ba<b and let g:[a,b]Rg:[a,b]\to\mathbb{R} be a . Then there exist g1,g2:[a,b]Rg_1,g_2:[a,b]\to\mathbb{R} such that

g=g1g2. g = g_1 - g_2.

Moreover, one can choose g1,g2g_1,g_2 so that the satisfies

Vab(g)=(g1(b)g1(a))+(g2(b)g2(a)). V_a^b(g) = \bigl(g_1(b)-g_1(a)\bigr) + \bigl(g_2(b)-g_2(a)\bigr).

This decomposition reduces many questions about bounded variation to the monotone case, and it is frequently used in the theory of the .