Riemann-Stieltjes, Lebesgue-Stieltjes integration

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Discussion Overview

The discussion revolves around the essential features and differences between Riemann-Stieltjes and Lebesgue-Stieltjes integration compared to traditional Riemann and Lebesgue integration. Participants explore the generality of these integrals and their relevance in practical applications, particularly in probability theory and real analysis.

Discussion Character

  • Exploratory
  • Technical explanation
  • Conceptual clarification

Main Points Raised

  • One participant questions the essential features and generality of Riemann-Stieltjes and Lebesgue-Stieltjes integration compared to standard Riemann and Lebesgue integrals.
  • Another participant references an application of the Riemann-Stieltjes integral in probability theory, suggesting its practical relevance.
  • A participant expresses confusion regarding the distinction between Lebesgue and Lebesgue-Stieltjes integrals, indicating a need for clarification.
  • Multiple requests are made for a concise definition of the Lebesgue-Stieltjes integral with measure, highlighting a desire for clearer understanding.
  • A description is provided that outlines the Lebesgue integral as developed through measure theory, noting that the Lebesgue-Stieltjes integral uses a measure that is not limited to interval length.

Areas of Agreement / Disagreement

The discussion reflects a lack of consensus on the definitions and applications of the integrals, with some participants seeking clarification while others provide insights. Multiple competing views on the relevance and utility of these integrals remain present.

Contextual Notes

Participants express uncertainty regarding the definitions and applications of the integrals, and there are unresolved distinctions between Lebesgue and Lebesgue-Stieltjes integrals. The discussion does not resolve these ambiguities.

Who May Find This Useful

This discussion may be of interest to students and professionals in mathematics, particularly those focused on integration theory, measure theory, and applications in probability.

guiness
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Just wondering - what are the essential features of Riemann-Stieltjes and Lebesgue-Stieltjes integration, and how do they differ from the usual Riemann/Lebesgue integration? In what sense are they more 'general' than the Riemann/Lebesgue integral?

The exposition of most texts in probability theory / real analysis uses Lebesgue integration - so how 'useful', or 'relevant', are the Riemann-Stieltjes and Lebesgue-Stieltjes to day-to-day integration? (as opposed to being primarily mathematical curiosities, techniques to be reserved for extremely degenerate cases)
 
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Ouch, I understand now. I was earlier confused between the Lebesgue and Lebesgue-Stieltjes integrals.
 
Can somobody tell me the definition of Lebesgue-Stieltjes integral with measure in 2-3lines.
 
tushi said:
Can somobody tell me the definition of Lebesgue-Stieltjes integral with measure in 2-3lines.

The following is a description of the simplest case - one dimensional integral over the real line.
Lebesgue integral is an integral developed using measure theory. Measure theory starts with the idea of measurable sets. For ordinary Lebesgue integral, the measure of an interval is its length.
Lebesgue-Stieltjes integral is an integral using a measure, where the measure of an interval is not necessarily the length of the interval.
 

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