Positive and negative parts of a function

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Definition

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

  • f+:=max(f,0) 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