Step function

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In mathematics, a function on the real numbers is called a step function (or staircase function) if it can be written as a finite linear combination of indicator functions of intervals. Informally speaking, a step function is a piecewise constant function having only finitely many pieces.

Example of a step function (the red graph). This particular step function is right-continuous.

1 Definition and first consequences
2 Examples
3 Properties
4 See also
5 References

[edit] Definition and first consequences

A function $f: \mathbb{R} \rightarrow \mathbb{R}$ is called a step function if it can be written as

$f(x) = \sum\limits_{i=0}^n \alpha_i \chi_{A_i}(x)\,$ for all real numbers

x

where $n\ge 0,$ $α i$ are real numbers, $A i$ are intervals, and $\chi_A\,$ is the indicator function of $A$ :

$\chi_A(x) = \left\{ \begin{matrix} 1, & \mathrm{if} \; x \in A \\ 0, & \mathrm{otherwise}. \end{matrix} \right.$

In this definition, the intervals $A i$ can be assumed have the following two properties:

The intervals are disjoint, $A_i\cap A_j=\emptyset$ for $i\ne j$

The union of the intervals is the entire real line, $\cup_{i=1}^n A_i=\mathbb R.$

Indeed, if that is not the case to start with, a different set of intervals can be picked for which these assumptions hold. For example, the step function

$f = 4 \chi_{[-5, 1)} + 3 \chi_{(0, 6)}\,$

can be written as

$f = 0\chi_{(-\infty, -5)} +4 \chi_{[-5, 0]} +7 \chi_{(0, 1)} + 3 \chi_{[1, 6)}+0\chi_{[6, \infty)}.\,$

[edit] Examples

The Heaviside step function is an often used step function.

A constant function is a trivial example of a step function. Then there is only one interval, $A_0=\mathbb R.$
The Heaviside function H(x) is am important step function. It is the mathematical concept behind some test signals, as those used to determine the step response of a dynamical system.
The integer part function is not a step function according to the definition of this article, since it has an infinite number of "steps".

[edit] Properties

The sum and product of two step functions is again a step function. The product of a step function with a number is also a step function. As such, the step functions form an algebra over the real numbers.
A step function takes only a finite number of values. If the intervals $A i,$ $i=0, 1, \dots, n,$ in the above definition of the step function are disjoint and their union is the real line, then $f(x)=\alpha_i\,$ for all $x\in A_i.$
The Lebesgue integral of a step function $f = \sum\limits_{i=0}^n \alpha_i \chi_{A_i}\,$ is $\int \!f\,dx = \sum\limits_{i=0}^n \alpha_i \ell(A_i),\,$ where $\ell(A)$ is the length of the interval $A,$ and it is assumed here that all intervals $A i$ have finite length. In fact, this equality (viewed as a definition) can be the first step in constructing the Lebesgue integral.^[1]