Step function

{{Short description|Linear combination of indicator functions of real intervals}}

{{About|a piecewise constant function|the unit step function|Heaviside step function}}

In mathematics, a function on the real numbers is called a step 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.

Image:StepFunctionExample.png.]]

Definition and first consequences

A function f\colon \mathbb{R} \rightarrow \mathbb{R} is called a step function if it can be written as {{Citation needed|date=September 2009}}

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

where n\ge 0, \alpha_i are real numbers, A_i are intervals, and \chi_A is the indicator function of A:

:\chi_A(x) = \begin{cases}

1 & \text{if } x \in A \\

0 & \text{if } x \notin A \\

\end{cases}

In this definition, the intervals A_i can be assumed to have the following two properties:

  1. The intervals are pairwise disjoint: A_i \cap A_j = \emptyset for i \neq j
  2. The union of the intervals is the entire real line: \bigcup_{i=0}^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)}.

=Variations in the definition=

Sometimes, the intervals are required to be right-open{{Cite web|url=http://mathworld.wolfram.com/StepFunction.html|title = Step Function}} or allowed to be singleton.{{Cite web|url=http://mathonline.wikidot.com/step-functions|title = Step Functions - Mathonline}} The condition that the collection of intervals must be finite is often dropped, especially in school mathematics,{{Cite web|url=https://www.mathwords.com/s/step_function.htm|title=Mathwords: Step Function}}{{Cite web | title=Archived copy | url=https://study.com/academy/lesson/step-function-definition-equation-examples.html | archive-url=https://web.archive.org/web/20150912010951/http://study.com:80/academy/lesson/step-function-definition-equation-examples.html | access-date=2024-12-16 | archive-date=2015-09-12}}{{Cite web|url=https://www.varsitytutors.com/hotmath/hotmath_help/topics/step-function|title = Step Function}} though it must still be locally finite, resulting in the definition of piecewise constant functions.

Examples

Image:Dirac distribution CDF.svg 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 sign function {{math|sgn(x)}}, which is −1 for negative numbers and +1 for positive numbers, and is the simplest non-constant step function.
  • The Heaviside function {{math|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 (H = (\sgn + 1)/2). It is the mathematical concept behind some test signals, such as those used to determine the step response of a dynamical system.

File:Rectangular function.svg, the next simplest step function.]]

=Non-examples=

  • The integer part function is not a step function according to the definition of this article, since it has an infinite number of intervals. However, some authors{{Cite book | author=Bachman, Narici, Beckenstein | title=Fourier and Wavelet Analysis | publisher=Springer, New York, 2000 | isbn=0-387-98899-8 | chapter =Example 7.2.2| date=5 April 2002 }} also define step functions with an infinite number of intervals.

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, for 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 definite integral of a step function is a piecewise linear function.
  • The Lebesgue integral of a step function \textstyle f = \sum_{i=0}^n \alpha_i \chi_{A_i} is \textstyle \int f\,dx = \sum_{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.{{Cite book | author=Weir, Alan J | title=Lebesgue integration and measure | date= 10 May 1973| publisher=Cambridge University Press, 1973 | isbn=0-521-09751-7 |chapter= 3}}
  • A discrete random variable is sometimes defined as a random variable whose cumulative distribution function is piecewise constant.{{Cite book|title=Introduction to Probability|last=Bertsekas|author-link=Dimitri Bertsekas|first=Dimitri P.|date=2002|publisher=Athena Scientific|others=Tsitsiklis, John N., Τσιτσικλής, Γιάννης Ν.|isbn=188652940X|location=Belmont, Mass.|oclc=51441829}} In this case, it is locally a step function (globally, it may have an infinite number of steps). Usually however, any random variable with only countably many possible values is called a discrete random variable, in this case their cumulative distribution function is not necessarily locally a step function, as infinitely many intervals can accumulate in a finite region.

See also

References

{{Reflist}}

{{DEFAULTSORT:Step Function}}

Category:Special functions