Dyadic approximation of total variation

ID: dyadic-approximation-of-total-variation

For a càdlàg function, replace the last sampled value at by . Right continuity makes this change tend to zero. The corrected sum is bounded by the total variation of a function. Conversely every finite partition of an interval can be approximated by dyadic points from the right, retaining the endpoint . The triangle inequality bounds that partition's limiting sum by the dyadic sums. Taking the supremum proves convergence, including the value .

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