Positive and negative parts of a function

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TODO: Flesh out this page, it's currently only to document something found in Probability and Stochastics


Definition

We define the positive and negative parts of a function as follows[1]:

  • f+:=max defined pointwise, so f^+(x)=\max(f(x),0)
  • f^-:=-\min(f,0) defined pointwise, so f^-(x)=-\min(f(x),0)

Then:

  • f=f^+-f^-

References

  1. Jump up Probability and Stochastics - Erhan Cinlar