Riemann–Stieltjes integral

E259762

The Riemann–Stieltjes integral is a generalization of the Riemann integral in which integration is taken with respect to a function of bounded variation rather than just the identity function, allowing more flexible treatment of sums and distributions.

All labels observed (5)

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Statements (46)

Predicate Object
instanceOf generalization of Riemann integral ⓘ
integral ⓘ
mathematical concept ⓘ
allowsIntegrationWithRespectTo cumulative distribution functions ⓘ
monotone functions ⓘ
step functions ⓘ
alsoKnownAs Riemann–Stieltjes integration ⓘ
application moment calculations via distribution functions ⓘ
probability theory ⓘ
spectral theory ⓘ
stochastic processes (in simple settings) ⓘ
canBeDefinedFor complex measures via Stieltjes measures ⓘ
captures sums weighted by jumps of the integrator ⓘ
comparison less general than Lebesgue–Stieltjes integral ⓘ
more flexible than Riemann integral ⓘ
definitionMethod limit of Riemann–Stieltjes sums ⓘ
domain closed interval [a,b] ⓘ
extends Riemann integration with respect to measures induced by distribution functions ⓘ
field measure theory ⓘ
real analysis ⓘ
generalizes Riemann integral ⓘ
historicalDevelopment introduced in late 19th century ⓘ
integrandType complex-valued function ⓘ
real-valued function ⓘ
integratorType function of bounded variation ⓘ
linearityIn integrand ⓘ
integrator when combined appropriately ⓘ
motivation to generalize sums of the form Σ f(x_i)(α(x_i)−α(x_{i−1})) ⓘ
to integrate with respect to distribution functions ⓘ
namedAfter Bernhard Riemann ⓘ
Thomas Joannes Stieltjes ⓘ
property depends on values of integrand at points where integrator has variation ⓘ
sensitive to discontinuities of integrator ⓘ
reducesTo Riemann integral when integrator is identity function ⓘ
Riemann integral when integrator is x ↦ x ⓘ
relatedConcept Lebesgue–Stieltjes integral ⓘ
linked to: Stieltjes measure

Stieltjes measure ⓘ
Young integral ⓘ
requires integrator of bounded variation on [a,b] ⓘ
satisfies integration by parts formula ⓘ
sufficientConditionForExistence continuous integrand and integrator of bounded variation ⓘ
integrand with only jump discontinuities and continuous integrator ⓘ
textbookTreatment commonly appears in advanced undergraduate analysis courses ⓘ
commonly appears in introductory graduate real analysis courses ⓘ
uses Riemann–Stieltjes sums ⓘ
tagged partitions of an interval ⓘ

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Referenced by (8)

Full triples — surface form annotated when it differs from this entity's canonical label.

Riemann integral → hasVariant → Riemann–Stieltjes integral ⓘ
Divergent Series → topic → Stieltjes integrals ⓘ
linked to: Riemann–Stieltjes integral
Riemann–Stieltjes integral → alsoKnownAs → Riemann–Stieltjes integration ⓘ
linked to: Riemann–Stieltjes integral
Riemann–Stieltjes integral → relatedConcept → Young integral ⓘ
linked to: Riemann–Stieltjes integral
Stieltjes measure → providesFoundationFor → Riemann–Stieltjes integral ⓘ
Thomas Joannes Stieltjes → notableWork → Riemann–Stieltjes integral ⓘ
Thomas Joannes Stieltjes → eponymOf → Riemann–Stieltjes integral ⓘ
Thomas Joannes Stieltjes → eponymOf → Stieltjes integral ⓘ
linked to: Riemann–Stieltjes integral