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Total variation
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====Modern definition of total variation norm==== {{Harvtxt|Saks|1937|p=11}} uses upper and lower variations to prove the [[Hahn decomposition theorem|Hahn–Jordan decomposition]]: according to his version of this theorem, the upper and lower variation are respectively a [[non-negative]] and a [[non-positive]] [[Measure (mathematics)|measure]]. Using a more modern notation, define :<math>\mu^+(\cdot)=\overline{\mathrm{W}}(\mu,\cdot)\,,</math> :<math>\mu^-(\cdot)=-\underline{\mathrm{W}}(\mu,\cdot)\,,</math> Then <math>\mu^+</math> and <math>\mu^-</math> are two non-negative [[measure (mathematics)|measure]]s such that :<math>\mu=\mu^+-\mu^-</math> :<math>|\mu|=\mu^++\mu^-</math> The last measure is sometimes called, by [[abuse of notation]], '''total variation measure'''.
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