Definition:Variation Function

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Definition

Let $F : \R \to \R$ be a function that is of bounded variation.

We define the variation function $V_F : \R \to \R$ by:

$\map {V_F} x = \map {V_F} {\hointl {-\infty} x}$

for each $x \in \R$, where $\map {V_F} {\hointl {-\infty} x}$ denotes the total variation of $F$ on $\hointl {-\infty} x$.


Also see

  • Results about variation functions can be found here.


Sources