Complex Riemann-Stieltjes integral with a step function for integrator

In summary, the author of Mathematical Analysis by Apostol discusses a theorem for real Riemann-Stieltjes integrals where c is a point between a and b and alpha and f are functions from [a,b] to the set of real numbers. The theorem states that if either f or alpha is continuous from the right AND either f or alpha is continuous from the left, then the integral of f with respect to alpha exists and is equal to f(c) multiplied by the difference between alpha(b) and alpha(a). The author also mentions that this theorem holds true for complex Riemann-Stieltjes integrals, but does not explicitly state it. However, upon reviewing the proof, it appears that the theorem is also valid
  • #1
uman
352
1
Hello all. In my book (Mathematical Analysis by Apostol), the author states and proves the following theorem for real (i.e. f and alpha are functions from [a,b] to R) Riemann-Stieltjes integrals:

Assume [tex]c\in(a,b)[/tex] and [tex]\alpha[/tex] is such that [tex]\alpha(a)=\alpha(x)[/tex] when [tex]a\leq x<c[/tex], and [tex]\alpha(x)=\alpha(b)[/tex] if [tex]b\geq x > c[/tex], with [tex]\alpha(a)[/tex], [tex]\alpha(c)[/tex], and [tex]\alpha(b)[/tex] arbitrary. If either [tex]f[/tex] or [tex]\alpha[/tex] is continuous from the right AND either [tex]f[/tex] or [tex]\alpha[/tex] is continuous from the left, [tex]\int_a^b f\,d\alpha[/tex] exists and is equal to [tex]f(c)[\alpha(b)-\alpha(a)][/tex]. The author later, when discussing complex Riemann-Stieltjes (f and alpha are functions from [a,b] to C), lists the theorems for the real case that are also true in the complex case, but leaves this one out. However, I have gone over the proof, and it seems to work perfectly for the complex case as well. Am I missing some subtle detail in the proof, or did the author simply not decide to mention it? Does anyone know if this is true for complex Riemann-Stieltjes integrals?
 
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  • #2
If you integrate from a to b on the real line, then it makes sense to talk about "[itex]a\le x< c" or "c< x\le b[/itex]. Integrating in the complex plane, which is not an ordered field, you cannot do that.
 
  • #3
Hmm? I'm talking about functions from the real interval [tex][a,b][/tex] to the set of complex numbers. [tex]a[/tex], [tex]b[/tex], and [tex]c[/tex] are all real numbers here.
 

Related to Complex Riemann-Stieltjes integral with a step function for integrator

1. What is a Complex Riemann-Stieltjes integral with a step function for integrator?

The Complex Riemann-Stieltjes integral with a step function for integrator is a mathematical concept used to calculate the area under a curve when the integrator (i.e. the function used for integration) is a step function. It is an extension of the Riemann-Stieltjes integral, which is used for integration with continuous integrators.

2. How is the Complex Riemann-Stieltjes integral with a step function for integrator calculated?

The Complex Riemann-Stieltjes integral with a step function for integrator is calculated by dividing the given interval into smaller subintervals, and then taking the limit of the sum of the function values multiplied by the step size of each subinterval.

3. What is the significance of using a step function as the integrator in this type of integral?

The use of a step function as the integrator in the Complex Riemann-Stieltjes integral allows for integration of discontinuous functions, which cannot be integrated using the traditional Riemann-Stieltjes integral. This makes it a useful tool in solving complex mathematical problems.

4. What are some real-world applications of the Complex Riemann-Stieltjes integral with a step function for integrator?

The Complex Riemann-Stieltjes integral with a step function for integrator has various applications in fields such as physics, engineering, and economics. It is used to calculate work done, fluid flow, and financial derivatives, among other things.

5. Are there any limitations to using the Complex Riemann-Stieltjes integral with a step function for integrator?

One limitation of this type of integral is that it can only be used for functions with a finite number of discontinuities within the given interval. It also requires a certain level of mathematical expertise to accurately calculate, making it less accessible for beginners.

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