The Gauge Integral: Why Henstock–Kurzweil Deserves a Course
The gauge integral, also called the Henstock–Kurzweil integral, is a modification of the Riemann integral that replaces a single fixed tolerance with a variable “gauge” function. This one change produces an integral that includes the ordinary Riemann integral, most improper Riemann integrals, and the Lebesgue integral as special cases, while remaining almost as simple to…
