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simple function (Definition)

In measure theory, a simple function is a function that is a finite linear combination $$ h = \sum_{k=1}^n c_k \chi_{A_k} $$ of characteristic functions, where the $c_k$ are real coefficients and every $A_k$ is a measurable set with respect to a fixed measure space.

If the measure space is $\mathbb{R}$ and each $A_k$ is an interval, then the function is called a step function. Thus, every step function is a simple function.

Simple functions are used in analysis to interpolate between characteristic functions and measurable functions. In other words, characteristic functions are easy to integrate: $$ \int_E \chi_{A}\,dx = |A|, $$ while simple functions are not much harder to integrate: $$ \int_E \sum_{k=1}^n c_k \chi_{A_k}\,dx = \sum_{k=1}^n c_k |A_k|. $$ To integrate a measurable function, one approximates it from below by simple functions. Thus, simple functions can be used to define the Lebesgue integral over a subset of the measure space.




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See Also: characteristic function, Lebesgue integral

Also defines:  step function
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Cross-references: Lebesgue integral over a subset of the measure space, integrate, measurable functions, analysis, interval, measure space, fixed, measurable set, coefficients, real, characteristic functions, linear combination, finite, function, theory, measure
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This is version 6 of simple function, born on 2002-02-16, modified 2007-06-29.
Object id is 2022, canonical name is SimpleFunction.
Accessed 5906 times total.

Classification:
AMS MSC03-00 (Mathematical logic and foundations :: General reference works )
 26-00 (Real functions :: General reference works )
 26A09 (Real functions :: Functions of one variable :: Elementary functions)
 28-00 (Measure and integration :: General reference works )

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