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In higher mathematics, a formal definition is the following: An interval is a subset S of a totally ordered set T with the property that whenever x and y are in S and x < z < y then z is in S.
As mentioned above, a particularly important case is when T = R, the set of real numbers.
Intervals of R are of the following eleven different types (where a and b are real numbers, with a < b):
In each case where they appear above, a and b are known as endpoints of the interval. Note that a square bracket [ or ] indicates that the endpoint is included in the interval, while a round bracket ( or ) indicates that it is not. For more information about the notation used above, see Naive set theory.
Intervals of type (1), (5), (7), (9) and (11) are called open intervals (because they are open sets) and intervals (2), (6), (8), (9), (10) and (11) closed intervals (because they are closed sets). Intervals (3) and (4) are sometimes called halfclosed (or, not surprisingly, halfopen) intervals. Notice that intervals (9) and (11) are both open and closed, which is not the same thing as being halfopen and halfclosed.
Intervals (1), (2), (3), (4), (10) and (11) are called bounded intervals and intervals (5), (6), (7), (8) and (9) unbounded intervals. Interval (10) is also known as a singleton.
The length of the bounded intervals (1), (2), (3), (4) is ba in each case. The total length of a sequence of intervals is the sum of the lengths of the intervals. No allowance is made for the intersection of the intervals. For instance, the total length of the sequence {(1,2),(1.5,2.5)} is 1+1=2, despite the fact that the union of the sequence is an interval of length 1.5.
Intervals play an important role in the theory of integration, because they are the simplest sets whose "size" or "measure" or "length" is easy to define (see above). The concept of measure can then be extended to more complicated sets, leading to the Borel measure and eventually to the Lebesgue measure.
Intervals are precisely the connected subsets of R. They are also precisely the convex subsets of R. Since a continuous image of a connected set is connected, it follows that if f: R→R is a continuous function and I is an interval, then its image f(I) is also an interval. This is one formulation of the intermediate value theorem.
For a partially ordered set we can define for a ≤ b:
[a,b] = { x  a ≤ x ≤ b }
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