Is Bounded Variation Sufficient for Defining Riemann-Stieltjes Integrals?

  • Thread starter AxiomOfChoice
  • Start date
  • Tags
    Integrals
In summary, the question is whether a Riemann-Stieltjes integral can be defined when the function alpha(x) is not monotonically increasing on the interval [a,b]. While Rudin only defines R-S integrals with respect to monotonically increasing functions, there are sources that suggest this requirement may be optional if alpha is of bounded variation. The minimum requirement for the integral to make sense is that alpha is of bounded variation. Additionally, a function being of "finite variation" is equivalent to saying it is of bounded variation.
  • #1
AxiomOfChoice
533
1
If [itex]f[/itex] is bounded on [itex][a,b][/itex], can one define a Riemann-Stieltjes integral

[tex]
\int_a^b f(x) d\alpha(x)
[/tex]

when the function [itex]\alpha(x)[/itex] is not monotonically increasing on [itex][a,b][/itex]? Rudin only seems to define R-S integrals with respect to monotonically increasing functions, but there are sources I've found on the Internet that seem to imply this requirement is optional (some of them have made noises about [itex]\alpha[/itex] only needing to be a function of bounded variation)...what are the bare minimum requirements on [itex]\alpha[/itex] for the above integral to make sense?
 
Physics news on Phys.org
  • #2
Also, when someone talks about a function being of "finite variation", is this the same as saying the function is of bounded variation?

(EDIT: I think I have confirmed that this is true...saying that a function is of finite variation is the same as saying its total variation is finite, and that occurs iff it is of bounded variation.)
 
Last edited:
  • #3
Bounded variation is sufficient, since any such function can easily be represented as the sum of two functions, monotone increasing plus monotone decreasing.
 

1. What is a Riemann-Stieltjes integral?

A Riemann-Stieltjes integral is a mathematical concept used to calculate the area under a curve. It is an extension of the traditional Riemann integral and allows for more flexibility in the choice of integration function.

2. How is a Riemann-Stieltjes integral different from a Riemann integral?

The main difference between a Riemann-Stieltjes integral and a Riemann integral is that the former uses a more general integration function, known as the "Stieltjes function." This function can be any continuous function, whereas a Riemann integral only uses the identity function.

3. What is the significance of the Stieltjes function in a Riemann-Stieltjes integral?

The Stieltjes function plays a crucial role in the Riemann-Stieltjes integral as it determines the partitioning of the interval and the size of the subintervals. It also allows for more complex functions to be integrated, making the Riemann-Stieltjes integral a more versatile tool.

4. What are some applications of Riemann-Stieltjes integrals?

Riemann-Stieltjes integrals have various applications in physics, economics, and engineering. They are used to calculate moments of probability distributions, solve differential equations, and evaluate areas under non-linear curves, among others.

5. Are there any limitations or challenges when using Riemann-Stieltjes integrals?

One limitation of Riemann-Stieltjes integrals is that they can only be used to integrate continuous functions. Additionally, calculating the integral can be challenging when the function is highly discontinuous or has sharp corners. In these cases, alternative integration methods may need to be employed.

Similar threads

Replies
1
Views
934
Replies
1
Views
1K
Replies
3
Views
2K
Replies
28
Views
4K
Replies
23
Views
3K
Replies
5
Views
1K
  • Topology and Analysis
Replies
14
Views
2K
Back
Top