Simple function (measure theory)/Definition

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Definition

A simple function f:XR on a measurable space (X,A) is a[1]:

  • function of the form Ni=1xi1Ai(x) for
  • finitely many sets, A1,,ANA and
  • finitely many x1,,xnR

References

  1. Jump up Measures, Integrals and Martingales - René L. Schilling