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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.
Definition and first consequencesEdit
A function is called a step function if it can be written as
- for all real numbers
where and are real numbers, are intervals, and is the indicator function of
In this definition, the intervals can be assumed to have the following two properties:
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
can be written as
- A constant function is a trivial example of a step function. Then there is only one interval,
- The sign function which is −1 for negative numbers and +1 for positive numbers, and is the simplest non-constant step function.
- The Heaviside function H(x), which is 0 for negative numbers and 1 for positive numbers, is equivalent to the sign function, up to a shift and scale of range ( ). It is the mathematical concept behind some test signals, such as those used to determine the step response of a dynamical system.
- 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 for in the above definition of the step function are disjoint and their union is the real line, then for all
- The definite integral of a step function is a piecewise linear function.
- The Lebesgue integral of a step function is where is the length of the interval and it is assumed here that all intervals have finite length. In fact, this equality (viewed as a definition) can be the first step in constructing the Lebesgue integral.
- A discrete random variable is defined as a random variable whose cumulative distribution function is piecewise constant.
- Bachman, Narici, Beckenstein. "Example 7.2.2". Fourier and Wavelet Analysis. Springer, New York, 2000. ISBN 0-387-98899-8.CS1 maint: Multiple names: authors list (link)
- Weir, Alan J. "3". Lebesgue integration and measure. Cambridge University Press, 1973. ISBN 0-521-09751-7.
- Bertsekas, Dimitri P. (2002). Introduction to Probability. Tsitsiklis, John N., Τσιτσικλής, Γιάννης Ν. Belmont, Mass.: Athena Scientific. ISBN 188652940X. OCLC 51441829.