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Simple Function

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Definition
MeasureTheory

A function f:Xβ†’Rf:X\to \mathbb{R} is called simple if: - ff has a finite range (i.e. ∣X∣<∞|X|<\infty) and; - f:(X,F)β†’(R,B(R))f:(X,\mathcal{F})\to(\mathbb{R},\mathcal{B}(\mathbb{R})) is measurable

i.e.Β for Ai∈FA_{i}\in\mathcal{F} we can express ff as: f(X)=βˆ‘i=1nai1Aif(X)=\sum_{i=1}^{n}a_{i}\mathbb{1}_{A_{i}}where aiβ‰₯0a_{i}\ge0 and f(X)={a1,…,am}f(X) = \{ a_{1},\dots,a_{m} \}. The set of simple functions is denoted as S+S^{+}.

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