Step function

In mathematics, a function on the real numbers is called a step 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.

An example of step functions (the red graph). In this function, each constant subfunction with a function value αi (i = 0, 1, 2, ...) is defined by an interval Ai and intervals are distinguished by points xj (j = 1, 2, ...). This particular step function is right-continuous.