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Definition

A function f defined on [a, b] is called a step function if there is a partition a= x_1 < x_2 < ... < x_n = b such that f is a constant on each open subinterval (x_(k-1), x_k). The number f(x_k +) - f(x_k -) is called the jump at x_k if 1 < k < n. The jump at x_1 is f(x_1 +) - f(x_1, and the jump at x_n is f(x_n) - f(x_n -).

Source: Mathematical Analysis, second edition by Tom M. Apostol
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