A property of a riemann stieltjes integral

In summary, the conversation is about proving a property of the Riemann-Stieltjes integral in Protter's book "A First Course in Real Analysis". The property states that for a<c<b, if both \int_a^c fdg and \int_c^b fdg exist, then \int_a^b fdg also exists and is equal to \int_a^c fdg + \int_c^b fdg. The person asking the question is wondering if this property is correct and if the assumption "not both f and g are discontinuous at c" is necessary for the proof. The expert confirms that the property is true and explains that the assumption is used in the proof by showing that for any partition
  • #1
gotjrgkr
90
0
Hi!
While studying a text " A First Course in Real Analysis" by protter, I've been asked to prove a property of riemann stieltjes integral.
The propery is as follows ; Suppose a<c<b. Assume that not both f and g are discontinuous at c. If [itex]\int[/itex]fdg from a to c and [itex]\int[/itex]fdg ffrom c to b exist, then
[itex]\int[/itex]fdg from a to b exists and [itex]\int[/itex]fdg from a to b = [itex]\int[/itex]fdg from a to c +[itex]\int[/itex]fdg from c to b.

This is written in p.317 of the book.
What I want to ask you is if this property is correct or not.
In some books, incorrect theorems are sometimes introduced. So, those things make me to doubt other books, including the above book.
Thank you for reading my long questions.
 
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  • #2
You are asked to prove that, with a< c< b, and both [itex]\int_a^c fdg[/itex] and [itex]\int_c^b fdg[/itex] exists, then [itex]\int_a^b fdg[/itex] exists and
[tex]\int_a^b fdg= \int_a^c fdg+ \int_c^b fdg[/tex]

Yes, that is perfectly true and is an important property of an integral. The key point of the proof is that for any partition of [a, b], we can use a refinement that includes the point c.
 
  • #3
HallsofIvy said:
You are asked to prove that, with a< c< b, and both [itex]\int_a^c fdg[/itex] and [itex]\int_c^b fdg[/itex] exists, then [itex]\int_a^b fdg[/itex] exists and
[tex]\int_a^b fdg= \int_a^c fdg+ \int_c^b fdg[/tex]

Yes, that is perfectly true and is an important property of an integral. The key point of the proof is that for any partition of [a, b], we can use a refinement that includes the point c.

Do you mean that the assumption "not both f and g are discontinuous at c" is not needed to prove it??. If not, I want to know where the assumption is used in the proof and where I can find the proof of it.
Could you tell me about those things??
 

Related to A property of a riemann stieltjes integral

What is a Riemann-Stieltjes integral?

A Riemann-Stieltjes integral is a generalization of the standard Riemann integral that allows for integration with respect to a more general class of functions, known as the Stieltjes functions. It is used to calculate the area under a curve in cases where the curve is defined by a Stieltjes function.

What is the difference between a Riemann-Stieltjes integral and a Riemann integral?

The main difference between a Riemann-Stieltjes integral and a Riemann integral is the type of function used to define the integration. In a Riemann integral, the function defining the integration is a constant, while in a Riemann-Stieltjes integral, it is a Stieltjes function. This allows for more flexibility in the integration process.

What are some applications of the Riemann-Stieltjes integral?

The Riemann-Stieltjes integral has various applications in mathematics, physics, and engineering. It is commonly used in the study of differential equations, probability theory, and statistical mechanics. It also has applications in signal processing and control theory.

How is a Riemann-Stieltjes integral calculated?

The Riemann-Stieltjes integral is calculated using a similar process to the Riemann integral, but with the added complexity of the Stieltjes function. The interval of integration is divided into smaller subintervals, and the function is evaluated at a point within each subinterval. The sum of these evaluations is then multiplied by the width of the subinterval to approximate the integral.

What are the properties of a Riemann-Stieltjes integral?

The Riemann-Stieltjes integral has several properties, including linearity, monotonicity, and the fundamental theorem of calculus. It also satisfies the same convergence theorems as the Riemann integral, such as the Cauchy criterion and the Lebesgue's criterion. Additionally, it has specific properties related to the Stieltjes function, such as the ability to handle integrands with discontinuities.

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