# Definition:Jordan Decomposition

Jump to navigation
Jump to search

## Definition

Let $\struct {X, \Sigma}$ be a measurable space.

Let $\mu$ be a signed measure on $\struct {X, \Sigma}$.

Let $\tuple {P, N}$ be a Hahn decomposition of $\mu$.

Define:

- $\map {\mu^+} A = \map \mu {A \cap P}$

and:

- $\map {\mu^-} A = -\map \mu {A \cap N}$

for each $A \in \Sigma$.

Then from the Jordan Decomposition Theorem, we have:

- $\mu = \mu^+ - \mu^-$

and we say that $\tuple {\mu^+, \mu^-}$ is the **Jordan decomposition** corresponding to $\tuple {P, N}$.

## Also known as

A **Jordan decomposition** is also known as a **Hahn-Jordan decomposition** (with Hans Hahn).

Some sources refer to it as a **Hahn decomposition**, but $\mathsf{Pr} \infty \mathsf{fWiki}$ recognises the fact that this is a specific refinement of that concept for which it is worth having a separate term.

## Also see

- The Jordan Decomposition Theorem shows that $\mu^+$ and $\mu^-$ are well-defined, and are measures with $\mu = \mu^+ - \mu^-$.
- Uniqueness of Jordan Decomposition shows that the Jordan decomposition of $\mu$ is independent of $\tuple {P, N}$, allowing us to refer to
*the*Jordan decomposition of $\mu$ without qualification.

## Source of Name

This entry was named for Marie Ennemond Camille Jordan.

## Sources

- 2013: Donald L. Cohn:
*Measure Theory*(2nd ed.) ... (previous) ... (next): $4.1$