Stieltjes measure

E898477

A Stieltjes measure is a measure on the real line constructed from a nondecreasing, right-continuous function, providing the measure-theoretic foundation for the Riemann–Stieltjes and Lebesgue–Stieltjes integrals.

All labels observed (3)

How this entity was disambiguated

Statements (47)

Predicate Object
instanceOf Borel measure ⓘ
Lebesgue–Stieltjes measure ⓘ
measure ⓘ
absolutelyContinuousPartHasDensity Radon–Nikodym derivative of F with respect to Lebesgue measure ⓘ
associatedWith cumulative distribution function ⓘ
distribution function ⓘ
canBe finite measure ⓘ
sigma-finite measure ⓘ
canBeDecomposedInto absolutely continuous part ⓘ
discrete part ⓘ
singular continuous part ⓘ
canHaveAtomsCorrespondingTo jump discontinuities of F ⓘ
characterizedBy mu((a,b]) = F(b) - F(a) ⓘ
mu([a,b)) = F(b-) - F(a-) ⓘ
compatibleWith change-of-variables formulas in integration ⓘ
constructedFrom nondecreasing function ⓘ
right-continuous function ⓘ
correspondsBijectivelyTo nondecreasing right-continuous functions modulo constants ⓘ
definedOn real line ⓘ
determines Lebesgue–Stieltjes integral with respect to F ⓘ
domain Borel sigma-algebra on the real line ⓘ
extends Riemann–Stieltjes integration to Lebesgue integration framework ⓘ
generalizes Lebesgue measure on the real line ⓘ
counting measure on discrete subsets of the real line ⓘ
is complete if completed with respect to null sets ⓘ
inner regular on open sets ⓘ
outer regular on Borel sets ⓘ
sigma-additive ⓘ
isContinuousOnIntervalsWhere F is continuous ⓘ
isExampleOf Radon measure on the real line ⓘ
mayHavePropertyOfGeneratingFunction bounded variation ⓘ
namedAfter Thomas Joannes Stieltjes ⓘ
providesFoundationFor Lebesgue–Stieltjes integral ⓘ
linked to: Stieltjes measure

Riemann–Stieltjes integral ⓘ
requiresPropertyOfGeneratingFunction nondecreasing ⓘ
right-continuous ⓘ
specialCaseOf Borel measure induced by a monotone function ⓘ
usedIn functional analysis ⓘ
measure theory ⓘ
probability theory ⓘ
real analysis ⓘ
spectral theory ⓘ
usedToDefine distribution of a real-valued random variable ⓘ
usedToModel cumulative mass distributions on the real line ⓘ
cumulative probability distributions on the real line ⓘ
valuesIn extended nonnegative reals ⓘ
zeroOn intervals where F is constant ⓘ

How these facts were elicited

Referenced by (4)

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

Riemann–Stieltjes integral → relatedConcept → Lebesgue–Stieltjes integral ⓘ
linked to: Stieltjes measure
Riemann–Stieltjes integral → relatedConcept → Stieltjes measure ⓘ
Stieltjes measure → providesFoundationFor → Lebesgue–Stieltjes integral ⓘ
linked to: Stieltjes measure
Lebesgue decomposition theorem → relatedTo → Lebesgue–Stieltjes measures ⓘ
linked to: Stieltjes measure