Proposition 13.1.12. Let $(E, \le)$ be a vector lattice, then:

  1. For any $x, y \in E$,

    \[x + y = x \vee y + x \wedge y\]
  2. Let $x \in E$, $x^{+} = x \vee 0 \ge 0$, and $x^{-} = -(x \wedge 0) \ge 0$, then $x = x^{+} - x^{-}$ and $|x| = x^{+} + x^{-}$. Moreover, $(x^{+}, x^{-})$ are the unique disjoint non-negative elements of $E$ such that $x = x^{+} - x^{-}$.

For any $x, y \in E$ and $\lambda \in \real$,

  1. $|\lambda x| = |\lambda| \cdot |x|$

  2. $|x + y| \le |x| + |y|$.

Finally, for any $x, y \in E$ with $x, y \ge 0$,

  1. $[0, x] + [0, y] = [0, x + y]$.

Proof. (1): By Proposition 13.1.2,

\begin{align*}x \vee y + x \wedge y - x - y&= 0 \vee (y - x) + (x - y) \wedge 0 \\&= 0 \vee (y - x) - 0 \vee (y - x) = 0\end{align*}

(2): By (1),

\[x = x + 0 = x \vee 0 + x \wedge 0 = x^{+} - x^{-}\]

By Proposition 13.1.2 and Lemma 13.1.10,

\[x^{+} + x^{-} = x \vee 0 + (-x \vee 0) = x \vee -x \vee 0 = |x|\]

and

\[x^{+} \vee x^{-} = x \vee 0 \vee (-x) \vee 0 = |x|\]

Since $x^{+}, x^{-} \ge 0$, $|x^{+}| = x^{+}$ and $|x^{-}| = x^{-}$, so by (1),

\[x^{+} \wedge x^{-} = x^{+} + x^{-} - x^{+} \vee x^{-} = 0\]

so $x^{+} \perp x^{-}$.

Now, let $y, z \in E$ with $y, z \ge 0$ such that $x = y - z$, then

\[x^{+} = x \vee 0 = (y - z) \vee 0 \le y \vee 0 = y\]

and $x^{-} \le z$. If $y \perp z$, then $y - x^{+} \perp z - x^{-}$. Since $y - x^{+} = z - x^{-}$, $y - x^{+} = z - x^{-} = 0$, so $y = x^{+}$ and $z = x^{-}$.

(3): For any $\lambda > 0$, by (LO2),

\[|\lambda x| = (\lambda x) \vee (-\lambda x) = \lambda (x \vee -x) = \lambda |x|\]

(4): For any $x, y \in E$, by Proposition 13.1.2,

\begin{align*}x^{+} + y^{+}&= (x \vee 0) + (y \vee 0) = x \vee y \vee (x + y) \vee 0 \\&\ge (x + y) \vee 0 = (x + y)^{+}\end{align*}

Likewise, $x^{-} + y^{-} \ge (x + y)^{-}$. Thus

\[|x+y| = (x+y)^{+} + (x + y)^{-} \le x^{+} + y^{+} + x^{-} + y^{-} = |x| + |y|\]

(5): Let $x, y \in E$ with $x, y \ge 0$, then $[0, x] + [0, y] \subset [0, x + y]$. For any $z \in [0, x + y]$, let $u = z \wedge x$ and $v = z - u$, then

\[v = z - z \wedge x = z + (-z \vee -x) = (0 \vee z - x) \le z - x \le y\]
$\square$