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Simple function


In the mathematical field of real analysis, a simple function is a real-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.) Note also that 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


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