Step function (real function)
In mathematics, a step function is a special real function that only takes on a finite number of function values and is constant in parts. This gives the function graph of a staircase function its characteristic and name-giving appearance, which is similar to an ascending and descending staircase.
is called a step function if there are numbers with
there and numbers so that
and all applies. The function values at the "support points" are arbitrary, but real.
Are defined. The advantage here is that you can do without a limit value process and only have finite sums . In the empirical formula denotes the value of on the interval and the length of this interval, ie .
The simple definition of the integral of a step function already gives you a powerful mathematical aid: every constrained, continuous function with can be approximated as precisely as you want using a step function . So the integral of this function can also be approximated with any precision. This fact is an important foundation for the definition of the Riemann integral . In this way, Jean Gaston Darboux simplified the introduction of the Riemann integral.
- The Heaviside function is 0 for every negative number, otherwise 1.
- Rectangular function
- Rounding function and rounding function
For example, simple functions only take on a finite number of values, but can still be much more complex, since they are not defined via intervals on the basic space, but via measurable quantities . For example, the Dirichlet function is a simple function, but not a step function in the sense mentioned here, as it has an uncountable number of jump points and is not constant in any interval, however small. In addition, simple functions are defined on any measuring room , whereas staircase functions are only defined on. However, every step function is always a simple function.
Like the step functions, the jump functions are also defined on the real numbers. However, they always grow monotonically , but they can also have many jump points that can be counted.
A stochastic generalization of a staircase function is an elementary, predictable stochastic process . It plays a similar role in the construction of the Ito integral as the simple functions in the construction of the Lebesgue integral .