# Step function

In mathematics, a function on the real numbers is called a step function (or staircase function) if it can be written as a finite linear combination of indicator functions of intervals. Informally speaking, a step function is a piecewise constant function having only finitely many pieces.

File:StepFunctionExample.png
Example of a step function (the red graph). This particular step function is right-continuous.

## Definition and first consequences

A function ${\displaystyle f:\mathbb {R} \rightarrow \mathbb {R} }$ is called a step function if it can be written as

${\displaystyle f(x)=\sum \limits _{i=0}^{n}\alpha _{i}\chi _{A_{i}}(x)\,}$ for all real numbers ${\displaystyle x}$

where ${\displaystyle n\geq 0,}$ ${\displaystyle \alpha _{i}}$ are real numbers, ${\displaystyle A_{i}}$ are intervals, and ${\displaystyle \chi _{A}\,}$ is the indicator function of ${\displaystyle A}$:

${\displaystyle \chi _{A}(x)=\left\{{\begin{matrix}1,&\mathrm {if} \;x\in A\\0,&\mathrm {otherwise} .\end{matrix}}\right.}$

In this definition, the intervals ${\displaystyle A_{i}}$ can be assumed to have the following two properties:

• The intervals are disjoint, ${\displaystyle A_{i}\cap A_{j}=\emptyset }$ for ${\displaystyle i\neq j}$
• The union of the intervals is the entire real line, ${\displaystyle \cup _{i=1}^{n}A_{i}=\mathbb {R} .}$

Indeed, if that is not the case to start with, a different set of intervals can be picked for which these assumptions hold. For example, the step function

${\displaystyle f=4\chi _{[-5,1)}+3\chi _{(0,6)}\,}$

can be written as

${\displaystyle f=0\chi _{(-\infty ,-5)}+4\chi _{[-5,0]}+7\chi _{(0,1)}+3\chi _{[1,6)}+0\chi _{[6,\infty )}.\,}$

## Examples

File:Dirac distribution CDF.svg
The Heaviside step function is an often used step function.
• A constant function is a trivial example of a step function. Then there is only one interval, ${\displaystyle A_{0}=\mathbb {R} .}$
• The Heaviside function H(x) is an important step function. It is the mathematical concept behind some test signals, such as those used to determine the step response of a dynamical system.
File:Rectangular function.svg
The rectangular function, the next simplest step function.

### Non-examples

• The integer part function is not a step function according to the definition of this article, since it has an infinite number of "steps".

## Properties

• The sum and product of two step functions is again a step function. The product of a step function with a number is also a step function. As such, the step functions form an algebra over the real numbers.
• A step function takes only a finite number of values. If the intervals ${\displaystyle A_{i},}$ ${\displaystyle i=0,1,\dots ,n,}$ in the above definition of the step function are disjoint and their union is the real line, then ${\displaystyle f(x)=\alpha _{i}\,}$ for all ${\displaystyle x\in A_{i}.}$
• The Lebesgue integral of a step function ${\displaystyle f=\sum \limits _{i=0}^{n}\alpha _{i}\chi _{A_{i}}\,}$ is ${\displaystyle \int \!f\,dx=\sum \limits _{i=0}^{n}\alpha _{i}\ell (A_{i}),\,}$ where ${\displaystyle \ell (A)}$ is the length of the interval ${\displaystyle A,}$ and it is assumed here that all intervals ${\displaystyle A_{i}}$ have finite length. In fact, this equality (viewed as a definition) can be the first step in constructing the Lebesgue integral.[1]
• The derivative of a step function is the Dirac delta function
${\displaystyle \delta (x)={\begin{cases}+\infty ,&x=0\\0,&x\neq 0\end{cases}}}$