PlanetMath (more info)
 Math for the people, by the people. Sponsor PlanetMath
Encyclopedia | Requests | Forums | Docs | Wiki | Random | RSS  
Login
create new user
name:
pass:
forget your password?
Main Menu
Owner confidence rating: High Entry average rating: No information on entry rating
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.




Anyone with an account can edit this entry. Please help improve it!

"simple function" is owned by mps. [ full author list (3) | owner history (1) ]
(view preamble | get metadata)

View style:

See Also: characteristic function, Lebesgue integral

Also defines:  step function
Log in to rate this entry.
(view current ratings)

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
There are 10 references to this entry.

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 5841 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 )

Pending Errata and Addenda
None.
[ View all 3 ]
Discussion
Style: Expand: Order:
forum policy

No messages.

Interact
post | correct | update request | add derivation | add example | add (any)