Simple Function

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The simplest functions you will ever integrate, hence the name.

Definition

Let be a measure space. A measurable function is a simple function if is a finite subset of Failed to parse (syntax error): {\displaystyle \mathbb{R} <ref name="Craig">Craig, Katy. ''MATH 201A Lecture 11''. UC Santa Barbara, Fall 2020.</ref> The standard representation for a simple function is given by <math> f(x) = \sum_{i=1}^n c_i 1_{E_i} (x) } ,

where is the indicator function on the disjoint set where .

</math>.[1]

Properties of Simple Functions

Integration of Simple Functions

References

  1. Folland, Gerald B. (1999). Real Analysis: Modern Techniques and Their Applications, John Wiley and Sons, ISBN 0471317160, Second edition.