Definition:Real Interval

Definition
The set of all real numbers between any two given real numbers $a$ and $b$ is called a (real) interval.

An arbitrary interval is frequently denoted $\mathbb I$, although some sources use just $I$. Others use $\mathbf I$.

Definitions of Interval Types
It is usual to define intervals in terms of inequalities.

These are in the form of a pair of brackets, either round or square, enclosing the two endpoints of the interval separated by two dots.

Whether the bracket at either end is round or square depends on whether the end point is inside or outside the interval, as specified in the following.

Let $a, b \in \R$.

Also see

 * Open Rectangle, a generalization to higher dimensional spaces
 * Half-Open Rectangle, idem


 * Interval Defined by Betweenness, in which is shown that for any interval $\mathbb I$, $\forall x, y \in \mathbb I, x \le z \le y \implies z \in \mathbb I$.

Compare the definition of a closed interval on a general totally ordered set.

Note that only in the case of the closed interval are both endpoints actually included in the interval.

Property Defining an Interval
An interval has the property $\forall x, y \in \mathbb I, x \le z \le y \implies z \in \mathbb I$.

That is, if two numbers belong to an interval, then so does every number in between them.

This is proved in Interval Defined by Betweenness.

Real Number Line as a Metric Space
From Real Number Line is Metric Space, one can define an open interval in terms of an open $\epsilon$-ball.

Thus any open interval $\left ({a \,.\,.\, b} \right)$ can be expressed as:
 * $\left ({\alpha - \epsilon \,.\,.\, \alpha + \epsilon} \right)$

where $\alpha = \dfrac {a + b} 2$ and $\epsilon = \dfrac {b - a} 2$.

Hence $\left ({\alpha - \epsilon \,.\,.\, \alpha + \epsilon} \right)$ is the open $\epsilon$-ball $B_\epsilon \left({\alpha}\right)$.