Simple function

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In the mathematical field of real analysis, a simple function is a real (or complex)-valued function over a subset of the real line, similar to a step function. Simple functions are sufficiently "nice" that using them makes mathematical reasoning, theory, and proof easier. For example, simple functions attain only a finite number of values. Some authors also require simple functions to be measurable; as used in practice, they invariably are.

A basic example of a simple function is the floor function over the half-open interval [1, 9), whose only values are {1, 2, 3, 4, 5, 6, 7, 8}. A more advanced example is the Dirichlet function over the real line, which takes the value 1 if x is rational and 0 otherwise. (Thus the "simple" of "simple function" has a technical meaning somewhat at odds with common language.) All step functions are simple.

Simple functions are used as a first stage in the development of theories of integration, such as the Lebesgue integral, because it is easy to define integration for a simple function and also it is straightforward to approximate more general functions by sequences of simple functions.


Formally, a simple function is a finite linear combination of indicator functions of measurable sets. More precisely, let (X, Σ) be a measurable space. Let A1, ..., An ∈ Σ be a sequence of disjoint measurable sets, and let a1, ..., an be a sequence of real or complex numbers. A simple function is a function of the form

where is the indicator function of the set A.

Properties of simple functions[edit]

The sum, difference, and product of two simple functions are again simple functions, and multiplication by constant keeps a simple function simple; hence it follows that the collection of all simple functions on a given measurable space forms a commutative algebra over .

Integration of simple functions[edit]

If a measure μ is defined on the space (X,Σ), the integral of f with respect to μ is

if all summands are finite.

Relation to Lebesgue integration[edit]

Any non-negative measurable function is the pointwise limit of a monotonic increasing sequence of non-negative simple functions. Indeed, let be a non-negative measurable function defined over the measure space as before. For each , subdivide the range of into intervals, of which have length . For each , set

for , and .

(Note that, for fixed , the sets are disjoint and cover the non-negative real line.)

Now define the measurable sets

for .

Then the increasing sequence of simple functions

converges pointwise to as . Note that, when is bounded, the convergence is uniform. This approximation of by simple functions (which are easily integrable) allows us to define an integral itself; see the article on Lebesgue integration for more details.


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