Indicator function

Summary

In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if A is a subset of some set X, then if and otherwise, where is a common notation for the indicator function. Other common notations are and

A three-dimensional plot of an indicator function, shown over a square two-dimensional domain (set X): the "raised" portion overlays those two-dimensional points which are members of the "indicated" subset (A).

The indicator function of A is the Iverson bracket of the property of belonging to A; that is,

For example, the Dirichlet function is the indicator function of the rational numbers as a subset of the real numbers.

Definition edit

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

 

defined as

 

The Iverson bracket provides the equivalent notation,   or xA, to be used instead of  

The function   is sometimes denoted IA, χA, KA, or even just A.[a][b]

Notation and terminology edit

The notation   is also used to denote the characteristic function in convex analysis, which is defined as if using the reciprocal of the standard definition of the indicator function.

A related concept in statistics is that of a dummy variable. (This must not be confused with "dummy variables" as that term is usually used in mathematics, also called a bound variable.)

The term "characteristic function" has an unrelated meaning in classic probability theory. For this reason, traditional probabilists use the term indicator function for the function defined here almost exclusively, while mathematicians in other fields are more likely to use the term characteristic function[a] to describe the function that indicates membership in a set.

In fuzzy logic and modern many-valued logic, predicates are the characteristic functions of a probability distribution. That is, the strict true/false valuation of the predicate is replaced by a quantity interpreted as the degree of truth.

Basic properties edit

The indicator or characteristic function of a subset A of some set X maps elements of X to the range  .

This mapping is surjective only when A is a non-empty proper subset of X. If   then   By a similar argument, if   then  

If   and   are two subsets of   then

 

and the indicator function of the complement of   i.e.   is:

 

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

 

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

 

Expanding the product on the left hand side,

 

where   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   and A is a measurable set, then   becomes a random variable whose expected value is equal to the probability of A:

 

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

In many cases, such as order theory, the inverse of the indicator function may be defined. This is commonly called the generalized Möbius function, as a generalization of the inverse of the indicator function in elementary number theory, the Möbius function. (See paragraph below about the use of the inverse in classical recursion theory.)

Mean, variance and covariance edit

Given a probability space   with   the indicator random variable   is defined by   if   otherwise  

Mean
  (also called "Fundamental Bridge").
Variance
 
Covariance
 

Characteristic function in recursion theory, Gödel's and Kleene's representing function edit

Kurt Gödel described the representing function in his 1934 paper "On undecidable propositions of formal mathematical systems" (the "¬" indicates logical inversion, i.e. "NOT"):[1]: 42 

There shall correspond to each class or relation R a representing function   if   and   if  

Kleene offers up the same definition in the context of the primitive recursive functions as a function φ of a predicate P takes on values 0 if the predicate is true and 1 if the predicate is false.[2]

For example, because the product of characteristic functions   whenever any one of the functions equals 0, it plays the role of logical OR: IF   OR   OR ... OR   THEN their product is 0. What appears to the modern reader as the representing function's logical inversion, i.e. the representing function is 0 when the function R is "true" or satisfied", plays a useful role in Kleene's definition of the logical functions OR, AND, and IMPLY,[2]: 228  the bounded-[2]: 228  and unbounded-[2]: 279 ff  mu operators and the CASE function.[2]: 229 

Characteristic function in fuzzy set theory edit

In classical mathematics, characteristic functions of sets only take values 1 (members) or 0 (non-members). In fuzzy set theory, characteristic functions are generalized to take value in the real unit interval [0, 1], or more generally, in some algebra or structure (usually required to be at least a poset or lattice). Such generalized characteristic functions are more usually called membership functions, and the corresponding "sets" are called fuzzy sets. Fuzzy sets model the gradual change in the membership degree seen in many real-world predicates like "tall", "warm", etc.

Smoothness edit

In general, the indicator function of a set is not smooth; it is continuous if and only if its support is a connected component. In the algebraic geometry of finite fields, however, every affine variety admits a (Zariski) continuous indicator function.[3] Given a finite set of functions   let   be their vanishing locus. Then, the function   acts as an indicator function for  . If   then  , otherwise, for some  , we have  , which implies that  , hence  .

Although indicator functions are not smooth, they admit weak derivatives. For example, consider Heaviside step function

 
The distributional derivative of the Heaviside step function is equal to the Dirac delta function, i.e.
 
and similarly the distributional derivative of
 
is
 

Thus the derivative of the Heaviside step function can be seen as the inward normal derivative at the boundary of the domain given by the positive half-line. In higher dimensions, the derivative naturally generalises to the inward normal derivative, while the Heaviside step function naturally generalises to the indicator function of some domain D. The surface of D will be denoted by S. Proceeding, it can be derived that the inward normal derivative of the indicator gives rise to a 'surface delta function', which can be indicated by  :

 
where n is the outward normal of the surface S. This 'surface delta function' has the following property:[4]
 

By setting the function f equal to one, it follows that the inward normal derivative of the indicator integrates to the numerical value of the surface area S.

See also edit

Notes edit

  1. ^ a b The Greek letter χ appears because it is the initial letter of the Greek word χαρακτήρ, which is the ultimate origin of the word characteristic.
  2. ^ The set of all indicator functions on X can be identified with   the power set of X. Consequently, both sets are sometimes denoted by   This is a special case ( ) of the notation   for the set of all functions  

References edit

  1. ^ Davis, Martin, ed. (1965). The Undecidable. New York, NY: Raven Press Books. pp. 41–74.
  2. ^ a b c d e Kleene, Stephen (1971) [1952]. Introduction to Metamathematics (Sixth reprint, with corrections ed.). Netherlands: Wolters-Noordhoff Publishing and North Holland Publishing Company. p. 227.
  3. ^ Serre. Course in Arithmetic. p. 5.
  4. ^ Lange, Rutger-Jan (2012). "Potential theory, path integrals and the Laplacian of the indicator". Journal of High Energy Physics. 2012 (11): 29–30. arXiv:1302.0864. Bibcode:2012JHEP...11..032L. doi:10.1007/JHEP11(2012)032. S2CID 56188533.

Sources edit