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单词 RiemannStieltjesIntegral
释义

Riemann-Stieltjes integral


Let f and α be boundedPlanetmathPlanetmathPlanetmath, real-valued functions defined upon a closed finite interval I=[a,b] of (ab), P={x0,,xn} a partitionMathworldPlanetmathPlanetmath of I, and ti a point of the subinterval [xi-1,xi]. A sum of the form

S(P,f,α)=i=1nf(ti)(α(xi)-α(xi-1))

is called a Riemann-Stieltjes sum of f with respect to α. f is said to be Riemann Stieltjes integrable with respect to α on I if there exists A such that given any ϵ>0 there exists a partition Pϵ of I for which, for all P finer than Pϵ and for every choice of points ti, we have

|S(P,f,α)-A|<ϵ

If such an A exists, then it is unique and is known as the Riemann-Stieltjes integral of f with respect to α. f is known as the integrand and α the integrator. The integral is denoted by

abf𝑑αorabf(x)𝑑α(x)
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更新时间:2025/5/4 16:35:27