On the Generalisation of the Hahn-Jordan Decomposition for Real Càdlàg Functions

Abstract: For a real c`{a}dl`{a}g function f and a positive constant c we find another c`{a}dl`{a}g function, which has the smallest total variation pos- sible among all functions uniformly approximating f with accuracy c/2. The solution is expressed with the truncated variation, upward truncated variation and downward truncated variation introduced in [L1] and [L2]. They are always finite even if the total variation of f is infinite, and they may be viewed as the generalisation of the Hahn-Jordan decomposition for real c`{a}dl`{a}g functions. We also present partial results for more general functions.