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Difference between Riemann-Stieltjes and Riemann Integral

  1. Feb 6, 2013 #1

    dpa

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    Hi all,

    1. The problem statement, all variables and given/known data

    Is the difference between riemann stieltjes integral and riemann integral that in riemann integral, the intervals are of equal length and in riemann stieltjes, the partitions are defined by the integrator function?

    If not so what exactly is it that integrator function defines?
    2. Relevant equations
    -


    3. The attempt at a solution
    -

    Thank You
     
  2. jcsd
  3. Feb 6, 2013 #2

    pasmith

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    Homework Helper

    There is nothing in the definition of the Riemann integral which requires equal intervals. A Riemann sum for [itex]f[/itex] on [itex][a,b][/itex] is
    [tex]
    \sum_{i=1}^{n} f(\xi_i)(x_i - x_{i-1})
    [/tex]
    where [itex]x_{i-1} \leq \xi_i \leq x_i[/itex], [itex]x_0 = a[/itex] and [itex]x_n = b[/itex]. The corresponding expression for the Riemann-Stieltjes integral with integrator [itex]g[/itex] is
    [tex]
    \sum_{i=1}^{n} f(\xi_i)(g(x_i) - g(x_{i-1}))
    [/tex]
    Thus the Riemann integral is the special case of the Riemann-Stieltjes integral where [itex]g(x) = x[/itex].
     
  4. Feb 6, 2013 #3

    dpa

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    So, what exactly is it when people refer to "density" or similar notions when they discuss about Riemann Stieltjes integral. Is it how how fast alpha(x_i) grows? in the interval?
     
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