Interval (mathematics)

In mathematics, a (real) interval is a set of real numbers with the property that any
number that lies between two numbers in the set is also included in the set. For
example, the set of all numbers x satisfying 0 ≤ x ≤ 1 is an interval which contains
0 and 1, as well as all numbers between them. Other examples of intervals are the The addition x + a on the number
line. All numbers greater thanx and
set of all real numbers , the set of all negative real numbers, and theempty set.
less than x + a fall within that open
Real intervals play an important role in the theory of integration, because they are interval.

the simplest sets whose "size" or "measure" or "length" is easy to define. The
concept of measure can then be extended to more complicated sets of real numbers,
leading to the Borel measure and eventually to the Lebesgue measure.

Intervals are central to interval arithmetic, a general numerical computing technique that automatically provides guaranteed
enclosures for arbitrary formulas, even in the presence of uncertainties, mathematical approximations, and
arithmetic roundoff.

Intervals are likewise defined on an arbitrary totally ordered set, such as integers or rational numbers. The notation of integer
intervals is consideredin the special section below.

Contents
Terminology
Note on conflicting terminology
Notations for intervals
Including or excluding endpoints
Infinite endpoints
Integer intervals
Classification of intervals
Properties of intervals
Dyadic intervals
Generalizations
Multi-dimensional intervals
Complex intervals
Topological algebra
See also
References
External links

Terminology
An open interval does not include its endpoints, and is indicated with parentheses. For example, (0,1) means greater than 0 and less
than 1. A closed interval includes its endpoints, and is denoted with square brackets. For example,[0,1] means greater than or equal
to 0 and less than or equal to 1. A half-open interval includes only one of its endpoints, and is denoted by mixing the notations for
open and closed intervals. (0,1] means greater than 0 and less than or equal to 1, while [0,1) means greater than or equal to 0 and
less than 1.
A degenerate interval is any set consisting of a single real number. Some authors include the empty set in this definition. A real
interval that is neither empty nor degenerate is said to beproper, and has infinitely many elements.

An interval is said to be left-bounded or right-bounded if there is some real number that is, respectively, smaller than or larger than
all its elements. An interval is said to be bounded if it is both left- and right-bounded; and is said to be unbounded otherwise.
Intervals that are bounded at only one end are said to be half-bounded. The empty set is bounded, and the set of all reals is the only
interval that is unbounded at both ends. Bounded intervals are also commonly known as
finite intervals.

Bounded intervals arebounded sets, in the sense that their diameter (which is equal to the absolute difference between the endpoints)
is finite. The diameter may be called the length, width, measure, or size of the interval. The size of unbounded intervals is usually
defined as +∞, and the size of the empty interval may be defined as0 or left undefined.

The centre (midpoint) of bounded interval with endpoints a and b is (a + b)/2, and its radius is the half-length |a − b|/2. These
concepts are undefined for empty or unbounded intervals.

An interval is said to be left-open if and only if it contains no minimum (an element that is smaller than all other elements); right-
open if it contains no maximum; and open if it has both properties. The interval [0,1) = {x | 0 ≤ x < 1}, for example, is left-closed
and right-open. The empty set and the set of all reals are open intervals, while the set of non-negative reals, for example, is a right-
open but not left-open interval. The open intervals coincide with theopen sets of the real line in its standardtopology.

An interval is said to be left-closed if it has a minimum element, right-closed if it has a maximum, and simply closed if it has both.
These definitions are usually extended to include the empty set and to the (left- or right-) unbounded intervals, so that the closed
intervals coincide withclosed sets in that topology.

The interior of an interval I is the largest open interval that is contained inI; it is also the set of points in I which are not endpoints of
I. The closure of I is the smallest closed interval that containsI; which is also the set I augmented with its finite endpoints.

For any set X of real numbers, the interval enclosure or interval span of X is the unique interval that contains X and does not
properly contain any other interval that also containsX.

Note on conflicting terminology

The terms segment and interval have been employed in the literature in two essentially opposite ways, resulting in ambiguity when
these terms are used. The Encyclopedia of Mathematics[1] defines interval (without a qualifier) to exclude both endpoints (i.e., open
interval) and segment to include both endpoints (i.e., closed interval), while Rudin's Principles of Mathematical Analysis[2] calls sets
of the form [a, b] intervals and sets of the form (a, b) segments throughout. These terms tend to appear in older works; modern texts
increasingly favor the terminterval (qualified by open, closed, or half-open), regardless of whether endpoints are included.

Notations for intervals

The interval of numbers betweena and b, including a and b, is often denoted [a, b]. The two numbers are called the endpoints of the
interval. In countries where numbers are written with adecimal comma, a semicolon may be used as a separator, to avoid ambiguity.

Including or excluding endpoints

To indicate that one of the endpoints is to be excluded from the set, the corresponding square bracket can be either replaced with a
parenthesis, or reversed. Both notations are described inInternational standardISO 31-11. Thus, in set builder notation,
Note that (a, a), [a, a), and (a, a] each represents the empty set, whereas [a, a] denotes the set {a}. When a > b, all four
notations are usually taken to represent the empty set.

Both notations may overlap with other uses of parentheses and brackets in mathematics. For instance, the notation (a, b) is often
used to denote an ordered pair in set theory, the coordinates of a point or vector in analytic geometry and linear algebra, or
(sometimes) a complex number in algebra. That is why Bourbaki introduced the notation ]a, b[ to denote the open interval.[3] The
notation [a, b] too is occasionally used for ordered pairs, especially incomputer science.

Some authors use ]a, b[ to denote the complement of the interval (a, b); namely, the set of all real numbers that are either less than
or equal to a, or greater than or equal tob.

Infinite endpoints
In some contexts, an interval may be defined as a subset of the extended real numbers, the set of all real numbers augmented with
−∞ and +∞.

In this interpretation, the notations [−∞, b] , (−∞, b] , [a, +∞] , and [a, +∞) are all meaningful and distinct. In particular,
(−∞, +∞) denotes the set of all ordinary real numbers, while[−∞, +∞] denotes the extended reals.

Even in the context of the ordinary reals, one may use an infinite endpoint to indicate that there is no bound in that direction. For
example, (0, +∞) is the set of positive real numbers also written ℝ+. The context affects some of the above definitions and
terminology. For instance, the interval (−∞, +∞) = is closed in the realm of ordinary reals, but not in the realm of the extended
reals.

Integer intervals
The notation [a .. b] when a and b are integers, or {a .. b}, or just a .. b is sometimes used to indicate the interval of all integers
between a and b, including both. This notation is used in some programming languages; in Pascal, for example, it is used to formally
define a subrange type, most frequently used to specify lower and upper bounds of valid
indices of an array.

An integer interval that has a finite lower or upper endpoint always includes that endpoint. Therefore, the exclusion of endpoints can
be explicitly denoted by writing a .. b − 1 , a + 1 .. b , or a + 1 .. b − 1. Alternate-bracket notations like [a .. b) or [a .. b[ are
rarely used for integer intervals.

Classification of intervals
The intervals of real numbers can be classified into the eleven dif
ferent types listed below, where a and b are real numbers, and
:

Empty:
Degenerate:
Proper and bounded:

Open:
Closed:
Left-closed, right-open:
 Left-open, right-closed:

Left-bounded and right-unbounded:

Left-open:
Left-closed:

Left-unbounded and right-bounded:

Right-open:
Right-closed:

Unbounded at both ends (simultaneously open and closed): :

Properties of intervals
The intervals are precisely the connected subsets of . It follows that the image of an interval by any continuous function is also an
interval. This is one formulation of theintermediate value theorem.

The intervals are also theconvex subsets of . The interval enclosure of a subset is also the convex hull of .

The intersection of any collection of intervals is always an interval. The union of two intervals is an interval if and only if they have a
non-empty intersection or an open end-point of one interval is a closed end-point of the other (e.g., ).

If is viewed as a metric space, its open balls are the open bounded sets (c + r, c − r), and its closed balls are the closed bounded
sets [c + r, c − r].

Any element x of an interval I defines a partition of I into three disjoint intervals I1, I2, I3: respectively, the elements of I that are less
than x, the singleton , and the elements that are greater than x. The parts I1 and I3 are both non-empty (and have non-
empty interiors) if and only ifx is in the interior of I. This is an interval version of thetrichotomy principle.

Dyadic intervals
A dyadic interval is a bounded real interval whose endpoints are and , where and are integers. Depending on the

context, either endpoint may or may not be included in the interval.

Dyadic intervals have the following properties:

The length of a dyadic interval is always an integer power of two.

Each dyadic interval is contained in exactly one dyadic interval of twice the length.
Each dyadic interval is spanned by two dyadic intervals of half the length.
If two open dyadic intervals overlap, then one of them is a subset of the other
.
The dyadic intervals consequently have a structure that reflects that of an infinite
binary tree.

Dyadic intervals are relevant to several areas of numerical analysis, including adaptive mesh refinement, multigrid methods and
wavelet analysis. Another way to represent such a structure isp-adic analysis (for p = 2 ).[4]

Generalizations

Multi-dimensional intervals
In many contexts, an -dimensional interval is defined as a subset of that is the Cartesian product of intervals,
, one on each coordinate axis.

For , this can be thought of as region bounded by a square or rectangle whose sides are parallel to the coordinate axes,
depending on whether the width of the intervals are the same or not; likewise, for , this can be thought of as a region bounded
by an axis-aligned cube or a rectangular cuboid. In higher dimensions, the Cartesian product of intervals is bounded by an n-
dimensional hypercube or hyperrectangle.

A facet of such an interval is the result of replacing any non-degenerate interval factor by a degenerate interval consisting of a
finite endpoint of . The faces of comprise itself and all faces of its facets. The corners of are the faces that consist of a single
point of .

Complex intervals
Intervals of complex numbers can be defined as regions of thecomplex plane, either rectangular or circular.[5]

Topological algebra
Intervals can be associated with points of the plane and hence regions of intervals can be associated with regions of the plane.
Generally, an interval in mathematics corresponds to an ordered pair (x,y) taken from the direct product R × R of real numbers with
itself. Often it is assumed that y > x. For purposes of mathematical structure, this restriction is discarded,[6] and "reversed intervals"
where y − x < 0 are allowed. Then the collection of all intervals [x,y] can be identified with the topological ring formed by the direct
sum of R with itself where addition and multiplication are defined component-wise.

The direct sum algebra has two ideals, { [x,0] : x ∈ R } and { [0,y] : y ∈ R }. The identity element of this algebra is
the condensed interval [1,1]. If interval [x,y] is not in one of the ideals, then it has multiplicative inverse [1/x, 1/y]. Endowed with the
usual topology, the algebra of intervals forms a topological ring. The group of units of this ring consists of four quadrants determined
by the axes, or ideals in this case. Theidentity component of this group is quadrant I.

Every interval can be considered a symmetric interval around its midpoint. In a reconfiguration published in 1956 by M Warmus, the
axis of "balanced intervals" [x, −x] is used along with the axis of intervals [x,x] that reduce to a point. Instead of the direct sum
, the ring of intervals has been identified[7] with the split-complex number plane by M. Warmus and D. H. Lehmer through the
identification

z = (x + y)/2 + j (x − y)/2.

This linear mapping of the plane, which amounts of a ring isomorphism, provides the plane with a multiplicative structure having
some analogies to ordinary complex arithmetic, such aspolar decomposition.

See also
Inequality
Interval graph
Interval finite element

References
1. "Interval and segment - Encyclopedia of Mathematics"(https://www.encyclopediaofmath.org/index.php/Interval_and_
segment). www.encyclopediaofmath.org. Retrieved 2016-11-12.
2. Rudin, Walter (1976). Principles of Mathematical Analysis. New York: McGraw-Hill. p. 31.ISBN 0-07-054235-X.
3. http://hsm.stackexchange.com/a/193
 4. Kozyrev, Sergey (2002). "Wavelet theory as p-adic spectral analysis"(http://mi.mathnet.ru/eng/izv/v66/i2/p149).
Izvestiya RAN. Ser. Mat. 66 (2): 149–158. doi:10.1070/IM2002v066n02ABEH000381(https://doi.org/10.1070%2FIM
2002v066n02ABEH000381). Retrieved 2012-04-05.
5. Complex interval arithmetic and its applications(https://books.google.com/books?id=Vtqk6WgttzcC)
, Miodrag
Petković, Ljiljana Petković, Wiley-VCH, 1998,ISBN 978-3-527-40134-5
6. Kaj Madsen (1979) Review of "Interval analysis in the extended interval space" by Edgar Kaucher
(http://www.ams.o
rg/mathscinet/pdf/586220.pdf)from Mathematical Reviews
7. D. H. Lehmer (1956) Review of "Calculus of Approximations"(http://www.ams.org/mathscinet/pdf/81372.pdf) from
Mathematical Reviews

T. Sunaga, "Theory of interval algebra and its application to numerical analysis"

, In: Research Association of Applied
Geometry (RAAG) Memoirs, Ggujutsu Bunken Fukuy-kai. okyo, T Japan, 1958, Vol. 2, pp. 29–46 (547-564); reprinted
in Japan Journal on Industrial and Applied Mathematics, 2009, oVl. 26, No. 2-3, pp. 126–143.

External links
A Lucid Interval by Brian Hayes: An American Scientist articleprovides an introduction.
Interval computations website
Interval computations research centers
Interval Notation by George Beck, Wolfram Demonstrations Project.
Weisstein, Eric W. "Interval". MathWorld.

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