Lemma 21.3.1 (Jordan Decomposition).label Let $X$ be a topological space and $I \in C_{0}(X; \real)^{*}$, then there exists positive linear functionals $I^{+}, I^{-} \in C_{0}(X; \real)^{*}$ such that:

  1. (1)

    $I = I^{+} - I^{-}$.

  2. (2)

    $I^{+} \perp I^{-}$.

  3. (3)

    $\norm{I^+}_{C_0(X; \real)^*}, \norm{I^-}_{C_0(X; \real)^*}\le \norm{I}_{C_0(X; \real)^*}$.

Proof. (1), (2): Since $C_{0}(X; \real)$ is a Banach lattice, $C_{0}(X; \real)^{*}$ is also a Banach lattice by Proposition 15.2.3. Therefore there exists positive linear functionals $I^{+}, I^{-} \in C(X; \real)^{*}$ such that $I = I^{+} - I^{-}$ and $I^{+} \perp I^{-}$.

(3): By Proposition 15.2.2.$\square$