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Simple function - Wikipedia

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href="https://fr.wikipedia.org/wiki/Fonction_%C3%A9tag%C3%A9e" title="Fonction étagée – French" lang="fr" hreflang="fr" data-title="Fonction étagée" data-language-autonym="Français" data-language-local-name="French" class="interlanguage-link-target"><span>Français</span></a></li><li class="interlanguage-link interwiki-gl mw-list-item"><a href="https://gl.wikipedia.org/wiki/Funci%C3%B3n_simple" title="Función simple – Galician" lang="gl" hreflang="gl" data-title="Función simple" data-language-autonym="Galego" data-language-local-name="Galician" class="interlanguage-link-target"><span>Galego</span></a></li><li class="interlanguage-link interwiki-ko mw-list-item"><a href="https://ko.wikipedia.org/wiki/%EB%8B%A8%EC%88%9C_%ED%95%A8%EC%88%98" title="단순 함수 – Korean" lang="ko" hreflang="ko" data-title="단순 함수" data-language-autonym="한국어" data-language-local-name="Korean" class="interlanguage-link-target"><span>한국어</span></a></li><li class="interlanguage-link interwiki-it mw-list-item"><a href="https://it.wikipedia.org/wiki/Funzione_semplice" title="Funzione semplice – Italian" lang="it" hreflang="it" data-title="Funzione semplice" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-he mw-list-item"><a href="https://he.wikipedia.org/wiki/%D7%A4%D7%95%D7%A0%D7%A7%D7%A6%D7%99%D7%94_%D7%A4%D7%A9%D7%95%D7%98%D7%94" title="פונקציה פשוטה – Hebrew" lang="he" hreflang="he" data-title="פונקציה פשוטה" data-language-autonym="עברית" data-language-local-name="Hebrew" class="interlanguage-link-target"><span>עברית</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E5%8D%98%E9%96%A2%E6%95%B0" title="単関数 – Japanese" lang="ja" hreflang="ja" data-title="単関数" data-language-autonym="日本語" data-language-local-name="Japanese" class="interlanguage-link-target"><span>日本語</span></a></li><li class="interlanguage-link interwiki-pl mw-list-item"><a href="https://pl.wikipedia.org/wiki/Funkcja_prosta" title="Funkcja prosta – Polish" lang="pl" hreflang="pl" data-title="Funkcja prosta" data-language-autonym="Polski" data-language-local-name="Polish" class="interlanguage-link-target"><span>Polski</span></a></li><li class="interlanguage-link interwiki-pt mw-list-item"><a href="https://pt.wikipedia.org/wiki/Fun%C3%A7%C3%A3o_simples" title="Função simples – Portuguese" lang="pt" hreflang="pt" data-title="Função simples" data-language-autonym="Português" data-language-local-name="Portuguese" class="interlanguage-link-target"><span>Português</span></a></li><li class="interlanguage-link interwiki-ru mw-list-item"><a href="https://ru.wikipedia.org/wiki/%D0%9F%D1%80%D0%BE%D1%81%D1%82%D0%B0%D1%8F_%D1%84%D1%83%D0%BD%D0%BA%D1%86%D0%B8%D1%8F" title="Простая функция – Russian" lang="ru" hreflang="ru" data-title="Простая функция" data-language-autonym="Русский" data-language-local-name="Russian" class="interlanguage-link-target"><span>Русский</span></a></li><li class="interlanguage-link interwiki-sv mw-list-item"><a href="https://sv.wikipedia.org/wiki/Enkel_funktion" title="Enkel funktion – Swedish" lang="sv" hreflang="sv" data-title="Enkel funktion" data-language-autonym="Svenska" data-language-local-name="Swedish" class="interlanguage-link-target"><span>Svenska</span></a></li><li class="interlanguage-link interwiki-uk mw-list-item"><a href="https://uk.wikipedia.org/wiki/%D0%9F%D1%80%D0%BE%D1%81%D1%82%D0%B0_%D1%84%D1%83%D0%BD%D0%BA%D1%86%D1%96%D1%8F" title="Проста функція – Ukrainian" lang="uk" hreflang="uk" data-title="Проста функція" data-language-autonym="Українська" data-language-local-name="Ukrainian" class="interlanguage-link-target"><span>Українська</span></a></li><li class="interlanguage-link interwiki-zh mw-list-item"><a href="https://zh.wikipedia.org/wiki/%E7%AE%80%E5%8D%95%E5%87%BD%E6%95%B0" title="简单函数 – Chinese" lang="zh" hreflang="zh" data-title="简单函数" 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<div id="mw-content-text" class="mw-body-content"><div class="mw-content-ltr mw-parser-output" lang="en" dir="ltr"><style data-mw-deduplicate="TemplateStyles:r1251242444">.mw-parser-output .ambox{border:1px solid #a2a9b1;border-left:10px solid #36c;background-color:#fbfbfb;box-sizing:border-box}.mw-parser-output .ambox+link+.ambox,.mw-parser-output .ambox+link+style+.ambox,.mw-parser-output .ambox+link+link+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+style+.ambox,.mw-parser-output .ambox+.mw-empty-elt+link+link+.ambox{margin-top:-1px}html body.mediawiki .mw-parser-output .ambox.mbox-small-left{margin:4px 1em 4px 0;overflow:hidden;width:238px;border-collapse:collapse;font-size:88%;line-height:1.25em}.mw-parser-output .ambox-speedy{border-left:10px solid #b32424;background-color:#fee7e6}.mw-parser-output .ambox-delete{border-left:10px solid #b32424}.mw-parser-output .ambox-content{border-left:10px solid #f28500}.mw-parser-output .ambox-style{border-left:10px solid #fc3}.mw-parser-output .ambox-move{border-left:10px solid #9932cc}.mw-parser-output .ambox-protection{border-left:10px solid #a2a9b1}.mw-parser-output .ambox .mbox-text{border:none;padding:0.25em 0.5em;width:100%}.mw-parser-output .ambox .mbox-image{border:none;padding:2px 0 2px 0.5em;text-align:center}.mw-parser-output .ambox .mbox-imageright{border:none;padding:2px 0.5em 2px 0;text-align:center}.mw-parser-output .ambox .mbox-empty-cell{border:none;padding:0;width:1px}.mw-parser-output .ambox .mbox-image-div{width:52px}@media(min-width:720px){.mw-parser-output .ambox{margin:0 10%}}@media print{body.ns-0 .mw-parser-output .ambox{display:none!important}}</style><table class="box-No_footnotes plainlinks metadata ambox ambox-style ambox-No_footnotes" role="presentation"><tbody><tr><td class="mbox-image"><div class="mbox-image-div"><span typeof="mw:File"><span><img alt="" src="//upload.wikimedia.org/wikipedia/commons/thumb/a/a4/Text_document_with_red_question_mark.svg/40px-Text_document_with_red_question_mark.svg.png" decoding="async" width="40" height="40" class="mw-file-element" srcset="//upload.wikimedia.org/wikipedia/commons/thumb/a/a4/Text_document_with_red_question_mark.svg/60px-Text_document_with_red_question_mark.svg.png 1.5x, //upload.wikimedia.org/wikipedia/commons/thumb/a/a4/Text_document_with_red_question_mark.svg/80px-Text_document_with_red_question_mark.svg.png 2x" data-file-width="48" data-file-height="48" /></span></span></div></td><td class="mbox-text"><div class="mbox-text-span">This article includes a <a href="/wiki/Wikipedia:Citing_sources" title="Wikipedia:Citing sources">list of references</a>, <a href="/wiki/Wikipedia:Further_reading" title="Wikipedia:Further reading">related reading</a>, or <a href="/wiki/Wikipedia:External_links" title="Wikipedia:External links">external links</a>, <b>but its sources remain unclear because it lacks <a href="/wiki/Wikipedia:Citing_sources#Inline_citations" title="Wikipedia:Citing sources">inline citations</a></b>.<span class="hide-when-compact"> Please help <a href="/wiki/Wikipedia:WikiProject_Fact_and_Reference_Check" class="mw-redirect" title="Wikipedia:WikiProject Fact and Reference Check">improve</a> this article by <a href="/wiki/Wikipedia:When_to_cite" title="Wikipedia:When to cite">introducing</a> more precise citations.</span> <span class="date-container"><i>(<span class="date">January 2023</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <div class="shortdescription nomobile noexcerpt noprint searchaux" style="display:none">Function that attains finitely many values</div> <p>In the <a href="/wiki/Mathematics" title="Mathematics">mathematical</a> field of <a href="/wiki/Real_analysis" title="Real analysis">real analysis</a>, a <b>simple function</b> is a <a href="/wiki/Real_number" title="Real number">real</a> (or <a href="/wiki/Complex_number" title="Complex number">complex</a>)-valued function over a subset of the <a href="/wiki/Real_line" class="mw-redirect" title="Real line">real line</a>, similar to a <a href="/wiki/Step_function" title="Step function">step function</a>. Simple functions are sufficiently "nice" that using them makes mathematical reasoning, theory, and proof easier. For example, simple functions attain only a finite number of values. Some authors also require simple functions to be <a href="/wiki/Measurable_function" title="Measurable function">measurable</a>; as used in practice, they invariably are. </p><p>A basic example of a simple function is the <a href="/wiki/Floor_function" class="mw-redirect" title="Floor function">floor function</a> over the half-open interval [1, 9), whose only values are {1, 2, 3, 4, 5, 6, 7, 8}. A more advanced example is the <a href="/wiki/Dirichlet_function" title="Dirichlet function">Dirichlet function</a> over the real line, which takes the value 1 if <i>x</i> is rational and 0 otherwise. (Thus the "simple" of "simple function" has a technical meaning somewhat at odds with common language.) All <a href="/wiki/Step_function" title="Step function">step functions</a> are simple. </p><p>Simple functions are used as a first stage in the development of theories of <a href="/wiki/Integral" title="Integral">integration</a>, such as the <a href="/wiki/Lebesgue_integral" title="Lebesgue integral">Lebesgue integral</a>, because it is easy to define integration for a simple function and also it is straightforward to approximate more general functions by sequences of simple functions. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="Definition">Definition</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Simple_function&amp;action=edit&amp;section=1" title="Edit section: Definition"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Formally, a simple function is a finite <a href="/wiki/Linear_combination" title="Linear combination">linear combination</a> of <a href="/wiki/Indicator_function" title="Indicator function">indicator functions</a> of <a href="/wiki/Measurable_set" class="mw-redirect" title="Measurable set">measurable sets</a>. More precisely, let (<i>X</i>, Σ) be a <a href="/wiki/Sigma-algebra" class="mw-redirect" title="Sigma-algebra">measurable space</a>. Let <i>A</i><sub>1</sub>, ..., <i>A</i><sub><i>n</i></sub> ∈ Σ be a <a href="/wiki/Sequence" title="Sequence">sequence</a> of disjoint measurable sets, and let <i>a</i><sub>1</sub>, ..., <i>a</i><sub><i>n</i></sub> be a sequence of <a href="/wiki/Real_number" title="Real number">real</a> or <a href="/wiki/Complex_number" title="Complex number">complex numbers</a>. A <i>simple function</i> is a function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:X\to \mathbb {C} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:X\to \mathbb {C} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a57fe120f564b03d50ef328f6a5e09d0e860781e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.488ex; height:2.509ex;" alt="{\displaystyle f:X\to \mathbb {C} }"></span> of the form </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)=\sum _{k=1}^{n}a_{k}{\mathbf {1} }_{A_{k}}(x),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)=\sum _{k=1}^{n}a_{k}{\mathbf {1} }_{A_{k}}(x),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e17cb0650b8008fff786cee30f586ca1c56e5c70" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:21.023ex; height:6.843ex;" alt="{\displaystyle f(x)=\sum _{k=1}^{n}a_{k}{\mathbf {1} }_{A_{k}}(x),}"></span></dd></dl> <p>where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathbf {1} }_{A}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>A</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathbf {1} }_{A}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/21cd92b86dfc331818d0044fc36bc9b5eb50fcce" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.801ex; height:2.509ex;" alt="{\displaystyle {\mathbf {1} }_{A}}"></span> is the <a href="/wiki/Indicator_function" title="Indicator function">indicator function</a> of the set <i>A</i>. </p> <div class="mw-heading mw-heading2"><h2 id="Properties_of_simple_functions">Properties of simple functions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Simple_function&amp;action=edit&amp;section=2" title="Edit section: Properties of simple functions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The sum, difference, and product of two simple functions are again simple functions, and multiplication by constant keeps a simple function simple; hence it follows that the collection of all simple functions on a given measurable space forms a <a href="/wiki/Algebra_over_a_field" title="Algebra over a field">commutative algebra</a> over <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {C} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">C</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {C} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f9add4085095b9b6d28d045fd9c92c2c09f549a7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \mathbb {C} }"></span>. </p> <div class="mw-heading mw-heading2"><h2 id="Integration_of_simple_functions">Integration of simple functions</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Simple_function&amp;action=edit&amp;section=3" title="Edit section: Integration of simple functions"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>If a <a href="/wiki/Measure_(mathematics)" title="Measure (mathematics)">measure</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is defined on the space <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X,\Sigma )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X,\Sigma )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/63c4fcf15808c3dbf52cc4b3fd473e97e231f53f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.501ex; height:2.843ex;" alt="{\displaystyle (X,\Sigma )}"></span>, the <a href="/wiki/Lebesgue_integral" title="Lebesgue integral">integral</a> of a simple function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f:X\to \mathbb {R} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f:X\to \mathbb {R} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/669fa4832da4b0b229d77eadb270e95188f2eb10" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.488ex; height:2.509ex;" alt="{\displaystyle f:X\to \mathbb {R} }"></span> with respect to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>&#x03BC;<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is defined to be </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \int _{X}fd\mu =\sum _{k=1}^{n}a_{k}\mu (A_{k}),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mo>&#x222B;<!-- ∫ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mi>f</mi> <mi>d</mi> <mi>&#x03BC;<!-- μ --></mi> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <msub> <mi>a</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">(</mo> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \int _{X}fd\mu =\sum _{k=1}^{n}a_{k}\mu (A_{k}),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5b6fbf5804580a6b21f49a31114b953290097dd6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:23.057ex; height:6.843ex;" alt="{\displaystyle \int _{X}fd\mu =\sum _{k=1}^{n}a_{k}\mu (A_{k}),}"></span></dd></dl> <p>if all summands are finite. </p> <div class="mw-heading mw-heading2"><h2 id="Relation_to_Lebesgue_integration">Relation to Lebesgue integration</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Simple_function&amp;action=edit&amp;section=4" title="Edit section: Relation to Lebesgue integration"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The above integral of simple functions can be extended to a more general class of functions, which is how the <a href="/wiki/Lebesgue_integral" title="Lebesgue integral">Lebesgue integral</a> is defined. This extension is based on the following fact. </p> <dl><dd><b>Theorem</b>. Any non-negative <a href="/wiki/Measurable_function" title="Measurable function">measurable function</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f\colon X\to \mathbb {R} ^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo>&#x003A;<!-- : --></mo> <mi>X</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f\colon X\to \mathbb {R} ^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8ad2283db4e2bf3d67f4e5edd33ce5ebf59e1b33" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.095ex; height:2.843ex;" alt="{\displaystyle f\colon X\to \mathbb {R} ^{+}}"></span> is the <a href="/wiki/Pointwise" title="Pointwise">pointwise</a> limit of a monotonic increasing sequence of non-negative simple functions.</dd></dl> <p>It is implied in the statement that the sigma-algebra in the co-domain <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} ^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} ^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/97dc5e850d079061c24290bac160c8d3b62ee139" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.189ex; height:2.509ex;" alt="{\displaystyle \mathbb {R} ^{+}}"></span> is the restriction of the <a href="/wiki/Borel_%CF%83-algebra" class="mw-redirect" title="Borel σ-algebra">Borel σ-algebra</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathfrak {B}}(\mathbb {R} )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="fraktur">B</mi> </mrow> </mrow> <mo stretchy="false">(</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathfrak {B}}(\mathbb {R} )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/77ca11679b8278ff0eb5a5809a63bc42fcf7a459" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.542ex; height:2.843ex;" alt="{\displaystyle {\mathfrak {B}}(\mathbb {R} )}"></span> to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} ^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} ^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/97dc5e850d079061c24290bac160c8d3b62ee139" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.189ex; height:2.509ex;" alt="{\displaystyle \mathbb {R} ^{+}}"></span>. The proof proceeds as follows. Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> be a non-negative measurable function defined over the measure space <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X,\Sigma ,\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> <mo>,</mo> <mi>&#x03BC;<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X,\Sigma ,\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/947072b0aebec32885a49c51e2b0eeae8aa12330" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.937ex; height:2.843ex;" alt="{\displaystyle (X,\Sigma ,\mu )}"></span>. For each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\in \mathbb {N} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">N</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\in \mathbb {N} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d059936e77a2d707e9ee0a1d9575a1d693ce5d0b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.913ex; height:2.176ex;" alt="{\displaystyle n\in \mathbb {N} }"></span>, subdivide the co-domain of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> into <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2^{2n}+1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> <mo>+</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2^{2n}+1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6e9570200307d9922ac3cdedbdfb8665273250da" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:7.206ex; height:2.843ex;" alt="{\displaystyle 2^{2n}+1}"></span> intervals, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2^{2n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2^{2n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/85543d7c2b7e0fea744a50af20d0f58b0f0fcfb3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.203ex; height:2.676ex;" alt="{\displaystyle 2^{2n}}"></span> of which have length <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2^{-n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2^{-n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0414b5d9e81c2eb5bd85a6ca4af24b69d5336dad" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.659ex; height:2.509ex;" alt="{\displaystyle 2^{-n}}"></span>. That is, for each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>, define </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I_{n,k}=\left[{\frac {k-1}{2^{n}}},{\frac {k}{2^{n}}}\right)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>I</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo>=</mo> <mrow> <mo>[</mo> <mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mfrac> </mrow> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>k</mi> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mfrac> </mrow> </mrow> <mo>)</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle I_{n,k}=\left[{\frac {k-1}{2^{n}}},{\frac {k}{2^{n}}}\right)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/366ef8ac02a4908290892f74afcd9fbe9bdde52e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.505ex; width:19.893ex; height:6.176ex;" alt="{\displaystyle I_{n,k}=\left[{\frac {k-1}{2^{n}}},{\frac {k}{2^{n}}}\right)}"></span> for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1,2,\ldots ,2^{2n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1,2,\ldots ,2^{2n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ea750d03f2e4d7b5d56584bec489039dbecec7f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:16.05ex; height:3.009ex;" alt="{\displaystyle k=1,2,\ldots ,2^{2n}}"></span>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle I_{n,2^{2n}+1}=[2^{n},\infty )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>I</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo>=</mo> <mo stretchy="false">[</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> <mo>,</mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle I_{n,2^{2n}+1}=[2^{n},\infty )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5d382b05a565339da79f1270388594573b5f0808" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:17.642ex; height:3.176ex;" alt="{\displaystyle I_{n,2^{2n}+1}=[2^{n},\infty )}"></span>,</dd></dl> <p>which are disjoint and cover the non-negative real line (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {R} ^{+}\subseteq \cup _{k}I_{n,k},\forall n\in \mathbb {N} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">R</mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>&#x2286;<!-- ⊆ --></mo> <msub> <mo>&#x222A;<!-- ∪ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> </mrow> </msub> <msub> <mi>I</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo>,</mo> <mi mathvariant="normal">&#x2200;<!-- ∀ --></mi> <mi>n</mi> <mo>&#x2208;<!-- ∈ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">N</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {R} ^{+}\subseteq \cup _{k}I_{n,k},\forall n\in \mathbb {N} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/49b97ee79ced9c5ba05ea122fb26d1789b994b8f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:20.722ex; height:3.176ex;" alt="{\displaystyle \mathbb {R} ^{+}\subseteq \cup _{k}I_{n,k},\forall n\in \mathbb {N} }"></span>). </p><p>Now define the sets </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A_{n,k}=f^{-1}(I_{n,k})\,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo>=</mo> <msup> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> </msup> <mo stretchy="false">(</mo> <msub> <mi>I</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo stretchy="false">)</mo> <mspace width="thinmathspace" /> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A_{n,k}=f^{-1}(I_{n,k})\,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c43ba686061eead0d4d4b8764d4cb0ea43395f8c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:16.779ex; height:3.343ex;" alt="{\displaystyle A_{n,k}=f^{-1}(I_{n,k})\,}"></span> for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k=1,2,\ldots ,2^{2n}+1,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>=</mo> <mn>1</mn> <mo>,</mo> <mn>2</mn> <mo>,</mo> <mo>&#x2026;<!-- … --></mo> <mo>,</mo> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> <mo>+</mo> <mn>1</mn> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k=1,2,\ldots ,2^{2n}+1,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3e4cabd31bfb54f83a6db36bb8ca003e900aee35" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:20.699ex; height:3.009ex;" alt="{\displaystyle k=1,2,\ldots ,2^{2n}+1,}"></span></dd></dl> <p>which are measurable (<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle A_{n,k}\in \Sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> <mo>&#x2208;<!-- ∈ --></mo> <mi mathvariant="normal">&#x03A3;<!-- Σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle A_{n,k}\in \Sigma }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/259b19e142376cdb10e4689b6630e7b883caa63e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:8.794ex; height:2.843ex;" alt="{\displaystyle A_{n,k}\in \Sigma }"></span>) because <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is assumed to be measurable. </p><p>Then the increasing sequence of simple functions </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{n}=\sum _{k=1}^{2^{2n}+1}{\frac {k-1}{2^{n}}}{\mathbf {1} }_{A_{n,k}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>=</mo> <munderover> <mo>&#x2211;<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>k</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mi>n</mi> </mrow> </msup> <mo>+</mo> <mn>1</mn> </mrow> </munderover> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>k</mi> <mo>&#x2212;<!-- − --></mo> <mn>1</mn> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mfrac> </mrow> <msub> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mn mathvariant="bold">1</mn> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>,</mo> <mi>k</mi> </mrow> </msub> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f_{n}=\sum _{k=1}^{2^{2n}+1}{\frac {k-1}{2^{n}}}{\mathbf {1} }_{A_{n,k}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1fc482d7ea601d17b7ae3e9b94b3026037208b60" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:21.281ex; height:7.676ex;" alt="{\displaystyle f_{n}=\sum _{k=1}^{2^{2n}+1}{\frac {k-1}{2^{n}}}{\mathbf {1} }_{A_{n,k}}}"></span></dd></dl> <p>converges pointwise to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n\to \infty }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo stretchy="false">&#x2192;<!-- → --></mo> <mi mathvariant="normal">&#x221E;<!-- ∞ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n\to \infty }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0d55d9b32f6fa8fab6a84ea444a6b5a24bb45e1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.333ex; height:1.843ex;" alt="{\displaystyle n\to \infty }"></span>. Note that, when <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/132e57acb643253e7810ee9702d9581f159a1c61" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:1.279ex; height:2.509ex;" alt="{\displaystyle f}"></span> is bounded, the convergence is uniform. </p> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Simple_function&amp;action=edit&amp;section=5" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p><a href="/wiki/Bochner_measurable_function" title="Bochner measurable function">Bochner measurable function</a> </p> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Simple_function&amp;action=edit&amp;section=6" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><style data-mw-deduplicate="TemplateStyles:r920966791">.mw-parser-output span.smallcaps{font-variant:small-caps}.mw-parser-output span.smallcaps-smaller{font-size:85%}</style><span class="smallcaps">J. F. C. Kingman, S. J. Taylor</span>. <i>Introduction to Measure and Probability</i>, 1966, Cambridge.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r920966791"><span class="smallcaps"><a href="/wiki/Serge_Lang" title="Serge Lang">S. Lang</a></span>. <i>Real and Functional Analysis</i>, 1993, Springer-Verlag.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r920966791"><span class="smallcaps"><a href="/wiki/Walter_Rudin" title="Walter Rudin">W. Rudin</a></span>. <i>Real and Complex Analysis</i>, 1987, McGraw-Hill.</li> <li><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r920966791"><span class="smallcaps">H. L. Royden</span>. <i>Real Analysis</i>, 1968, Collier Macmillan.</li></ul> <!-- NewPP limit report Parsed by mw‐web.eqiad.main‐5dc468848‐h7ts4 Cached time: 20241122142816 Cache expiry: 2592000 Reduced expiry: false Complications: [vary‐revision‐sha1, show‐toc] CPU time usage: 0.133 seconds Real time usage: 0.252 seconds Preprocessor visited node count: 584/1000000 Post‐expand include size: 7469/2097152 bytes Template argument size: 1053/2097152 bytes Highest expansion depth: 13/100 Expensive parser function count: 1/500 Unstrip recursion depth: 0/20 Unstrip post‐expand size: 3687/5000000 bytes Lua time usage: 0.056/10.000 seconds Lua memory usage: 1517374/52428800 bytes Number of Wikibase entities loaded: 0/400 --> <!-- Transclusion expansion time report (%,ms,calls,template) 100.00% 143.251 1 -total 52.49% 75.197 1 Template:Nofootnotes 40.17% 57.549 1 Template:Short_description 38.33% 54.913 1 Template:Ambox 20.33% 29.127 2 Template:Pagetype 13.84% 19.819 3 Template:Main_other 12.30% 17.623 1 Template:SDcat 6.42% 9.192 4 Template:Aut 3.69% 5.290 4 Template:Ifsubst 2.20% 3.155 2 Template:Yesno-no --> <!-- Saved in parser cache with key enwiki:pcache:idhash:1890594-0!canonical and timestamp 20241122142816 and revision id 1245459974. 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