Integrals (Riemann-Darboux, Riemann, Lebesgue,etc)

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Homework Help Overview

The discussion revolves around various types of integrals, specifically the Riemann-Darboux, Riemann, Riemann-Stieltjes, and Lebesgue integrals. The original poster expresses confusion about the necessity of learning multiple integral types, questioning the focus on the Lebesgue integral, which is noted for its broad applicability.

Discussion Character

  • Conceptual clarification, Assumption checking

Approaches and Questions Raised

  • Participants explore the reasons for learning different types of integrals, with some suggesting that the Riemann integral suffices for many applications, while others highlight the theoretical importance of the Lebesgue integral. Questions are raised about the representation of functions as Fourier equations and the conditions for integrability.

Discussion Status

The discussion is ongoing, with participants providing insights into the educational approach to integrals and the contexts in which different integrals are applicable. There is a recognition that not all functions are integrable, even under the Lebesgue framework, which has prompted further inquiry into the nature of integrability.

Contextual Notes

Participants note that the Lebesgue integral is typically introduced at a graduate level due to its complexity, and that the Riemann integral is often sufficient for practical applications. There is an acknowledgment of the existence of non-integrable functions and non-measurable sets, which adds to the complexity of the discussion.

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Homework Statement



My book presents the Riemann-Darboux integral.

It has a small supplemental section on the Riemann integral.

Then a later section on the Riemann-Stieljes integral.

Then a later chapter on the Lebesgue integral.

A supplementary text that I have has a section on the Lebesgue-Stieljes.


My question has a drop of attitude in it; Why am I learning all of these? Will one not do? It appears that the Lebesgue integral (from Wikipedia's say) has the broadest range of integrable functions. Why do they not teach this integral and only this integral?
 
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Because it requires some very sophisticated back ground. Generally, it is not taught in the detail that Riemann integration is until graduate school. Also, the ways that one sets up an integral in applications is generally based on the Riemann integral. Finally, for all of the functions that you will meet in applications, the Reimann integral is sufficient. You really need the Lebesque integral and others for theory rather than applications. (Every integrable function has a Fourier transform. In order to be able to say that every Fourier transform is of an integrable function, you have to use Lebesque integral.)
 
So can every function be represented as a Fourier equation?

And one more, are we going to finally say that every function is integrable?
 
No, I didn't say that. And, no, even with the most general type of integral, the Lebesque integral, there exist non-integrable functions (and even "non-measurable" sets).
 

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