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Support (mathematics)

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Inputs for which a function's value is non-zero
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Inmathematics, thesupport of areal-valuedfunctionf{\displaystyle f} is thesubset of the function'sdomain consisting of those elements that are not mapped to zero. If the domain off{\displaystyle f} is atopological space, then the support off{\displaystyle f} is instead defined as the smallestclosed set containing all points not mapped to zero. This concept is used widely inmathematical analysis.

Formulation

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Suppose thatf:XR{\displaystyle f:X\to \mathbb {R} } is a real-valued function whosedomain is an arbitrary setX.{\displaystyle X.} Theset-theoretic support off,{\displaystyle f,} writtensupp(f),{\displaystyle \operatorname {supp} (f),} is the set of points inX{\displaystyle X} wheref{\displaystyle f} is non-zero:supp(f)={xX:f(x)0}.{\displaystyle \operatorname {supp} (f)=\{x\in X\,:\,f(x)\neq 0\}.}

The support off{\displaystyle f} is the smallest subset ofX{\displaystyle X} with the property thatf{\displaystyle f} is zero on the subset's complement. Iff(x)=0{\displaystyle f(x)=0} for all but a finite number of pointsxX,{\displaystyle x\in X,} thenf{\displaystyle f} is said to havefinite support.

If the setX{\displaystyle X} has an additional structure (for example, atopology), then the support off{\displaystyle f} is defined in an analogous way as the smallest subset ofX{\displaystyle X} of an appropriate type such thatf{\displaystyle f} vanishes in an appropriate sense on its complement. The notion of support also extends in a natural way to functions taking values in more general sets thanR{\displaystyle \mathbb {R} } and to other objects, such asmeasures ordistributions.

Closed support

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The most common situation occurs whenX{\displaystyle X} is atopological space (such as thereal line orn{\displaystyle n}-dimensionalEuclidean space) andf:XR{\displaystyle f:X\to \mathbb {R} } is acontinuous real- (orcomplex-) valued function. In this case, thesupport off{\displaystyle f},supp(f){\displaystyle \operatorname {supp} (f)}, or theclosed supportoff{\displaystyle f}, is defined topologically as theclosure (taken inX{\displaystyle X}) of the subset ofX{\displaystyle X} wheref{\displaystyle f} is non-zero[1][2][3] that is,supp(f):=clX({xX:f(x)0})=f1({0}c)¯.{\displaystyle \operatorname {supp} (f):=\operatorname {cl} _{X}\left(\{x\in X\,:\,f(x)\neq 0\}\right)={\overline {f^{-1}\left(\{0\}^{\mathrm {c} }\right)}}.}Since the intersection of closed sets is closed,supp(f){\displaystyle \operatorname {supp} (f)} is the intersection of all closed sets that contain the set-theoretic support off.{\displaystyle f.} Note that if the functionf:RnXR{\displaystyle f:\mathbb {R} ^{n}\supseteq X\to \mathbb {R} } is defined on an open subsetXRn{\displaystyle X\subseteq \mathbb {R} ^{n}}, then the closure is still taken with respect toX{\displaystyle X} and not with respect to the ambientRn{\displaystyle \mathbb {R} ^{n}}.

For example, iff:RR{\displaystyle f:\mathbb {R} \to \mathbb {R} } is the function defined byf(x)={1x2if |x|<10if |x|1{\displaystyle f(x)={\begin{cases}1-x^{2}&{\text{if }}|x|<1\\0&{\text{if }}|x|\geq 1\end{cases}}}thensupp(f){\displaystyle \operatorname {supp} (f)}, the support off{\displaystyle f}, or the closed support off{\displaystyle f}, is the closed interval[1,1],{\displaystyle [-1,1],} sincef{\displaystyle f} is non-zero on the open interval(1,1){\displaystyle (-1,1)} and theclosure of this set is[1,1].{\displaystyle [-1,1].}

The notion of closed support is usually applied to continuous functions, but the definition makes sense for arbitrary real or complex-valued functions on a topological space, and some authors do not require thatf:XR{\displaystyle f:X\to \mathbb {R} } (orf:XC{\displaystyle f:X\to \mathbb {C} }) be continuous.[4]

Compact support

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Functions withcompact support on a topological spaceX{\displaystyle X} are those whose closed support is acompact subset ofX.{\displaystyle X.} IfX{\displaystyle X} is the real line, orn{\displaystyle n}-dimensional Euclidean space, then a function has compact support if and only if it hasbounded support, since a subset ofRn{\displaystyle \mathbb {R} ^{n}} is compact if and only if it is closed and bounded.

For example, the functionf:RR{\displaystyle f:\mathbb {R} \to \mathbb {R} } defined above is a continuous function with compact support[1,1].{\displaystyle [-1,1].} Iff:RnR{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R} } is a smooth function then becausef{\displaystyle f} is identically0{\displaystyle 0} on the open subsetRnsupp(f),{\displaystyle \mathbb {R} ^{n}\setminus \operatorname {supp} (f),} all off{\displaystyle f}'s partial derivatives of all orders are also identically0{\displaystyle 0} onRnsupp(f).{\displaystyle \mathbb {R} ^{n}\setminus \operatorname {supp} (f).}

The condition of compact support is stronger than the condition ofvanishing at infinity. For example, the functionf:RR{\displaystyle f:\mathbb {R} \to \mathbb {R} } defined byf(x)=11+x2{\displaystyle f(x)={\frac {1}{1+x^{2}}}}vanishes at infinity, sincef(x)0{\displaystyle f(x)\to 0} as|x|,{\displaystyle |x|\to \infty ,} but its supportR{\displaystyle \mathbb {R} } is not compact.

Real-valued compactly supportedsmooth functions on aEuclidean space are calledbump functions.Mollifiers are an important special case of bump functions as they can be used indistribution theory to createsequences of smooth functions approximating nonsmooth (generalized) functions, viaconvolution.

Ingood cases, functions with compact support aredense in the space of functions that vanish at infinity, but this property requires some technical work to justify in a given example. As an intuition for more complex examples, and in the language oflimits, for anyε>0,{\displaystyle \varepsilon >0,} any functionf{\displaystyle f} on the real lineR{\displaystyle \mathbb {R} } that vanishes at infinity can be approximated by choosing an appropriate compact subsetC{\displaystyle C} ofR{\displaystyle \mathbb {R} } such that|f(x)IC(x)f(x)|<ε{\displaystyle \left|f(x)-I_{C}(x)f(x)\right|<\varepsilon }for allxX,{\displaystyle x\in X,} whereIC{\displaystyle I_{C}} is theindicator function ofC.{\displaystyle C.} Every continuous function on a compact topological space has compact support since every closed subset of a compact space is indeed compact.

Essential support

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IfX{\displaystyle X} is a topologicalmeasure space with aBorel measureμ{\displaystyle \mu } (such asRn,{\displaystyle \mathbb {R} ^{n},} or aLebesgue measurable subset ofRn,{\displaystyle \mathbb {R} ^{n},} equipped with Lebesgue measure), then one typically identifies functions that are equalμ{\displaystyle \mu }-almost everywhere. In that case, theessential support of a measurable functionf:XR{\displaystyle f:X\to \mathbb {R} } writtenesssupp(f),{\displaystyle \operatorname {ess\,supp} (f),} is defined to be the smallest closed subsetF{\displaystyle F} ofX{\displaystyle X} such thatf=0{\displaystyle f=0}μ{\displaystyle \mu }-almost everywhere outsideF.{\displaystyle F.} Equivalently,esssupp(f){\displaystyle \operatorname {ess\,supp} (f)} is the complement of the largestopen set on whichf=0{\displaystyle f=0}μ{\displaystyle \mu }-almost everywhere[5]esssupp(f):=X{ΩX:Ω is open and f=0μ-almost everywhere in Ω}.{\displaystyle \operatorname {ess\,supp} (f):=X\setminus \bigcup \left\{\Omega \subseteq X:\Omega {\text{ is open and }}f=0\,\mu {\text{-almost everywhere in }}\Omega \right\}.}

The essential support of a functionf{\displaystyle f} depends on themeasureμ{\displaystyle \mu } as well as onf,{\displaystyle f,} and it may be strictly smaller than the closed support. For example, iff:[0,1]R{\displaystyle f:[0,1]\to \mathbb {R} } is theDirichlet function that is0{\displaystyle 0} on irrational numbers and1{\displaystyle 1} on rational numbers, and[0,1]{\displaystyle [0,1]} is equipped with Lebesgue measure, then the support off{\displaystyle f} is the entire interval[0,1],{\displaystyle [0,1],} but the essential support off{\displaystyle f} is empty, sincef{\displaystyle f} is equal almost everywhere to the zero function.

In analysis one nearly always wants to use the essential support of a function, rather than its closed support, when the two sets are different, soesssupp(f){\displaystyle \operatorname {ess\,supp} (f)} is often written simply assupp(f){\displaystyle \operatorname {supp} (f)} and referred to as the support.[5][6]

Generalization

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IfM{\displaystyle M} is an arbitrary set containing zero, the concept of support is immediately generalizable to functionsf:XM.{\displaystyle f:X\to M.} Support may also be defined for anyalgebraic structure withidentity (such as agroup,monoid, orcomposition algebra), in which the identity element assumes the role of zero. For instance, the familyZN{\displaystyle \mathbb {Z} ^{\mathbb {N} }} of functions from thenatural numbers to theintegers is theuncountable set of integer sequences. The subfamily{fZN:f has finite support }{\displaystyle \left\{f\in \mathbb {Z} ^{\mathbb {N} }:f{\text{ has finite support }}\right\}} is the countable set of all integer sequences that have only finitely many nonzero entries.

Functions of finite support are used in defining algebraic structures such asgroup rings andfree abelian groups.[7]

In probability and measure theory

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Further information:Support (measure theory)

Inprobability theory, the support of aprobability distribution can be loosely thought of as theclosure of the set of possible values of a random variable having that distribution. There are, however, some subtleties to consider when dealing with general distributions defined on asigma algebra, rather than on a topological space.

More formally, ifX:ΩR{\displaystyle X:\Omega \to \mathbb {R} } is a random variable on(Ω,F,P){\displaystyle (\Omega ,{\mathcal {F}},P)} then the support ofX{\displaystyle X} is the smallest closed setRXR{\displaystyle R_{X}\subseteq \mathbb {R} } such thatP(XRX)=1.{\displaystyle P\left(X\in R_{X}\right)=1.}

In practice however, the support of adiscrete random variableX{\displaystyle X} is often defined as the setRX={xR:P(X=x)>0}{\displaystyle R_{X}=\{x\in \mathbb {R} :P(X=x)>0\}} and the support of acontinuous random variableX{\displaystyle X} is defined as the setRX={xR:fX(x)>0}{\displaystyle R_{X}=\{x\in \mathbb {R} :f_{X}(x)>0\}} wherefX(x){\displaystyle f_{X}(x)} is aprobability density function ofX{\displaystyle X} (theset-theoretic support).[8]

Note that the wordsupport can refer to thelogarithm of thelikelihood of a probability density function.[9]

Support of a distribution

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It is possible also to talk about the support of adistribution, such as theDirac delta functionδ(x){\displaystyle \delta (x)} on the real line. In that example, we can consider test functionsF,{\displaystyle F,} which aresmooth functions with support not including the point0.{\displaystyle 0.} Sinceδ(F){\displaystyle \delta (F)} (the distributionδ{\displaystyle \delta } applied aslinear functional toF{\displaystyle F}) is0{\displaystyle 0} for such functions, we can say that the support ofδ{\displaystyle \delta } is{0}{\displaystyle \{0\}} only. Since measures (includingprobability measures) on the real line are special cases of distributions, we can also speak of the support of a measure in the same way.

Suppose thatf{\displaystyle f} is a distribution, and thatU{\displaystyle U} is an open set in Euclidean space such that, for all test functionsϕ{\displaystyle \phi } such that the support ofϕ{\displaystyle \phi } is contained inU,{\displaystyle U,}f(ϕ)=0.{\displaystyle f(\phi )=0.} Thenf{\displaystyle f} is said to vanish onU.{\displaystyle U.} Now, iff{\displaystyle f} vanishes on an arbitrary familyUα{\displaystyle U_{\alpha }} of open sets, then for any test functionϕ{\displaystyle \phi } supported inUα,{\textstyle \bigcup U_{\alpha },} a simple argument based on the compactness of the support ofϕ{\displaystyle \phi } and a partition of unity shows thatf(ϕ)=0{\displaystyle f(\phi )=0} as well. Hence we can define thesupport off{\displaystyle f} as the complement of the largest open set on whichf{\displaystyle f} vanishes. For example, the support of the Dirac delta is{0}.{\displaystyle \{0\}.}

Singular support

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InFourier analysis in particular, it is interesting to study thesingular support of a distribution. This has the intuitive interpretation as the set of points at which a distributionfails to be a smooth function.

For example, theFourier transform of theHeaviside step function can, up to constant factors, be considered to be1/x{\displaystyle 1/x} (a function)except atx=0.{\displaystyle x=0.} Whilex=0{\displaystyle x=0} is clearly a special point, it is more precise to say that the transform of the distribution has singular support{0}{\displaystyle \{0\}}: it cannot accurately be expressed as a function in relation to test functions with support including0.{\displaystyle 0.} Itcan be expressed as an application of aCauchy principal valueimproper integral.

For distributions in several variables, singular supports allow one to definewave front sets and understandHuygens' principle in terms ofmathematical analysis. Singular supports may also be used to understand phenomena special to distribution theory, such as attempts to 'multiply' distributions (squaring the Dirac delta function fails – essentially because the singular supports of the distributions to be multiplied should be disjoint).

Family of supports

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An abstract notion offamily of supports on atopological spaceX,{\displaystyle X,} suitable forsheaf theory, was defined byHenri Cartan. In extendingPoincaré duality tomanifolds that are not compact, the 'compact support' idea enters naturally on one side of the duality; see for exampleAlexander–Spanier cohomology.

Bredon,Sheaf Theory (2nd edition, 1997) gives these definitions. A familyΦ{\displaystyle \Phi } of closed subsets ofX{\displaystyle X} is afamily of supports, if it isdown-closed and closed underfinite union. Itsextent is the union overΦ.{\displaystyle \Phi .} Aparacompactifying family of supports that satisfies further that anyY{\displaystyle Y} inΦ{\displaystyle \Phi } is, with thesubspace topology, aparacompact space; and has someZ{\displaystyle Z} inΦ{\displaystyle \Phi } which is aneighbourhood. IfX{\displaystyle X} is alocally compact space, assumedHausdorff, the family of allcompact subsets satisfies the further conditions, making it paracompactifying.

See also

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Citations

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  1. ^Folland, Gerald B. (1999).Real Analysis, 2nd ed. New York: John Wiley. p. 132.
  2. ^Hörmander, Lars (1990).Linear Partial Differential Equations I, 2nd ed. Berlin: Springer-Verlag. p. 14.
  3. ^Pascucci, Andrea (2011).PDE and Martingale Methods in Option Pricing. Bocconi & Springer Series. Berlin: Springer-Verlag. p. 678.doi:10.1007/978-88-470-1781-8.ISBN 978-88-470-1780-1.
  4. ^Rudin, Walter (1987).Real and Complex Analysis, 3rd ed. New York: McGraw-Hill. p. 38.
  5. ^abLieb, Elliott;Loss, Michael (2001).Analysis. Graduate Studies in Mathematics. Vol. 14 (2nd ed.).American Mathematical Society. p. 13.ISBN 978-0821827833.
  6. ^In a similar way, one uses theessential supremum of a measurable function instead of its supremum.
  7. ^Tomasz, Kaczynski (2004).Computational homology. Mischaikow, Konstantin Michael,, Mrozek, Marian. New York: Springer. p. 445.ISBN 9780387215976.OCLC 55897585.
  8. ^Taboga, Marco."Support of a random variable".statlect.com. Retrieved29 November 2017.
  9. ^Edwards, A. W. F. (1992).Likelihood (Expanded ed.). Baltimore: Johns Hopkins University Press. pp. 31–34.ISBN 0-8018-4443-6.

References

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