Difference between revisions of "Simple function (measure theory)/Definition"

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(Created page with "<noinclude> ==Definition== </noinclude> A ''simple function'' {{M|f:X\rightarrow\mathbb{R} }} on a measurable space {{M|(X,\mathcal{A})}} is a{{rMIAMRLS}}: * function of t...")
 
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<noinclude>
 
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==Definition==
 
==Definition==
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</noinclude>A ''simple function'' {{M|f:X\rightarrow\mathbb{R} }} on a [[measurable space]] {{M|(X,\mathcal{A})}} is a{{rMIAMRLS}}:
A ''simple function'' {{M|f:X\rightarrow\mathbb{R} }} on a [[measurable space]] {{M|(X,\mathcal{A})}} is a{{rMIAMRLS}}:
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* function of the form {{M|1=\sum^N_{i=1}x_i\mathbf{1}_{A_i}(x)}} for
 
* function of the form {{M|1=\sum^N_{i=1}x_i\mathbf{1}_{A_i}(x)}} for
 
* finitely many sets, {{M|A_1,\ldots,A_N\in\mathcal{A} }} and
 
* finitely many sets, {{M|A_1,\ldots,A_N\in\mathcal{A} }} and

Latest revision as of 17:06, 17 March 2016

Definition

A simple function [ilmath]f:X\rightarrow\mathbb{R} [/ilmath] on a measurable space [ilmath](X,\mathcal{A})[/ilmath] is a[1]:

  • function of the form [ilmath]\sum^N_{i=1}x_i\mathbf{1}_{A_i}(x)[/ilmath] for
  • finitely many sets, [ilmath]A_1,\ldots,A_N\in\mathcal{A} [/ilmath] and
  • finitely many [ilmath]x_1,\ldots,x_n\in\mathbb{R} [/ilmath]

References

  1. Measures, Integrals and Martingales - René L. Schilling