Indicator function

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In the mathematical subfield of set theory, the indicator function, or characteristic function, is a function defined on a set X which is used to indicate membership of an element in a subset A of X.

Remark. The term "characteristic function" has an unrelated meaning in probability theory; see characteristic function.

The indicator function of a subset A of a set X is a function

1_A : X \to \lbrace 0,1 \rbrace

defined as

1_A(x) = 
\left\{\begin{matrix} 
1 &\mbox{if}\ x \in A \\
0 &\mbox{if}\ x \notin A
\end{matrix}\right.

The indicator function of A is sometimes denoted

\ \chi_A(x) or \ I_A(x) or even \ A(x).

(The Greek letter χ because it is the initial letter of the Greek etymon of the word characteristic.)

The Iverson bracket allows the notation [x \in A].

Warning. The notation 1A may signify the identity function.

Basic properties

The mapping which associates a subset A of X to its indicator function 1A is injective; its range is the set of functions f:X →{0,1}.

If A and B are two subsets of X, then

1_{A\cap B} = \min\{1_A,1_B\} = 1_A 1_B,\,
1_{A\cup B} = \max\{{1_A,1_B}\} = 1_A + 1_B - 1_A 1_B,
1_{A\triangle B} = 1_A + 1_B - 2(1_{A\cap B}),

and

1_{A^\complement} = 1-1_A.

More generally, suppose A1, ..., An is a collection of subsets of X. For any xX,

 \prod_{k \in I} ( 1 - 1_{A_k}(x))

is clearly a product of 0s and 1s. This product has the value 1 at precisely those xX which belong to none of the sets Ak and is 0 otherwise. That is

 \prod_{k \in I} ( 1 - 1_{A_k}) = 1_{X - \bigcup_{k} A_k} = 1 - 1_{\bigcup_{k} A_k}

Expanding the product on the left hand side,

 1_{\bigcup_{k} A_k}= 1 - \sum_{F \subseteq \{1, 2, \ldots, n\}} (-1)^{|F|} 1_{\bigcap_F A_k} = \sum_{\emptyset \neq F \subseteq \{1, 2, \ldots, n\}} (-1)^{|F|+1} 1_{\bigcap_F A_k}

where |F| is the cardinality of F. This is one form of the principle of inclusion-exclusion.

As suggested by the previous example, the indicator function is a useful notational device in combinatorics. The notation is used in other places as well, for instance in probability theory: if X is a probability space with probability measure P and A is a measurable set, then 1A becomes a random variable whose expected value is equal to the probability of A:

E(1_A)= \int_{X} 1_A(x)\,dP = \int_{A} dP = P(A).\quad

This identity is used in a simple proof of Markov's inequality.

References

  • Folland, G.B.; Real Analysis: Modern Techniques and Their Applications, 2nd ed, John Wiley & Sons, Inc., 1999.

See also


This article incorporates material from Characteristic function on PlanetMath, which is licensed under the GFDL.de:Charakteristische Funktion (Mathematik) it:Funzione indicatrice zh:指示函数

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