Definition
Formally, a simple function is a finite linear combination of indicator functions of measurable sets. More precisely, let (X, Σ) be a measurable space. Let A1, ..., An ∈ Σ be a sequence of measurable sets, and let a1, ..., an be a sequence of real or complex numbers. A simple function is a function of the form
where is the indicator function of the set A.
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