Definition:Total Variation/Real Function/Closed Bounded Interval/Definition 2

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Definition

Let $a, b$ be real numbers with $a < b$.

Let $f : \closedint a b \to \R$ be a real function of bounded variation.

Let $\map {\PP_F} {\closedint a b}$ be the set of finite subsets of $\closedint a b$.

For each finite non-empty subset $\SS$ of $\closedint a b$, write:

$\SS = \set {x_0, x_1, \ldots, x_n}$

with:

$a \le x_0 < x_1 < x_2 < \cdots < x_{n - 1} < x_n \le b$

Also write:

$\ds \map {V_f^\ast} {\SS; \closedint a b} = \sum_{i \mathop = 1}^n \size {\map f {x_i} - \map f {x_{i - 1} } }$


We define the total variation $\map {V_f} {\closedint a b}$ of $f$ on $\closedint a b$ by:

$\ds \map {V_f} {\closedint a b} = \map {\sup_{\SS \mathop \in \map {\PP_F} {\closedint a b} } } {\map {V_f^\ast} {\SS ; \closedint a b} }$


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