Simple function under-approximation to a numerical function

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Important for measure theory, and needs a name. SNAF simple numerical approximation function
\newcommand{snaf}{\text{Snaf} }

Definition

Let (X,\mathcal{A}) be a measurable space. A \Snaf is a simple numerical approximation function

EARLY VERSION

Definition

TODO: I need to come up with better definitions

Let (X,\mathcal{A}) be a measurable space and let f:X\rightarrow\overline{\mathbb{R} } be an \mathcal{A} / \mathcal{B}(\overline{\mathbb{R} })-measurable function that is non-negative, i.e. \forall x\in X[f(x)\ge 0], then we can construct a (non-negative) simple function that (under)-approximates f[Note 1] as follows:

  • \text{Snaf}:\mathbb{N}_{\ge 1}\times\mathbb{R}_{\ge 0}\rightarrow\mathcal{E}(\mathcal{A}) - recall that \mathcal{E}(\mathcal{A}) denotes the set of all simple functions on \mathcal{A} and that simple functions by their nature have the reals as their co-domain.
    • We could say the mapping \text{Snaf} is given by: \text{Snaf}:(n,r)\mapsto (s:X\rightarrow\mathbb{R}), we construct s below.

Construction of s

Notes

  1. Jump up if a:X\rightarrow\overline{\mathbb{R} } is our approximating function, then to be an under-estimation:
    • \forall x\in X[a(x)\le f(x)]
    Note that this would be an "over-estimation" (sort of) in the negative case. This is one of the reasons we forbid f from ever being below zero

Reference

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