Jordan decomposition of a bounded functional on C(K)

ID: jordan-decomposition-of-a-bounded-functional-on-c-k

For a bounded real linear functional on the space of continuous functions on a compact space, define for . The decomposition for proves additivity on the positive cone; positive homogeneity is immediate. Extend by differences, and put . Both are positive linear functionals. Their norms sum to , using the substitution .

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