Existence, uniqueness, and minimality of the Jordan measure decomposition
Statistics Theory
2012-06-28 v2 Probability
Statistics Theory
Abstract
This is a note of purely didactical purpose as the proof of the Jordan measure decomposition is often omitted in the related literature. Elementary proofs are provided for the existence, the uniqueness, and the minimality property of the Jordan decomposition for a finite signed measure.
Cite
@article{arxiv.1206.5449,
title = {Existence, uniqueness, and minimality of the Jordan measure decomposition},
author = {Tom Fischer},
journal= {arXiv preprint arXiv:1206.5449},
year = {2012}
}