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SexyBack S.O.S. Newbie
Joined: 29 Nov 2006 Posts: 2
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Posted: Wed, 29 Nov 2006 05:25:59 UTC Post subject: Stieltjes and Riemann Integrals |
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If you have a continuous function f then it is Stieltjes integrable w.r.t. g(x)=x which means the integral has value I and given any e there's a partition s.t. any refinement P satisfies |S(P;f) - I| < e. I'm trying to prove that you get the same value for I when you do the calc 1 style definition where you use the endpoints of evenly spaced intervals as your partition and take the limit, something like and then take the limit as n goes to infinity. I was going the route of trying to show that I can refine the partition so that it has the same sample points as the calc 1 summation, but I can't fix the integrator, it's always 1/n in the calc 1 def. but since the Stieltjes partition is given just by saying f is integrable I can't guarentee that there's a refinement with evenly spaced partition points. So I'm stuck, anyone know what else I could try? |
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SexyBack S.O.S. Newbie
Joined: 29 Nov 2006 Posts: 2
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Posted: Wed, 29 Nov 2006 22:22:22 UTC Post subject: |
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Ok, I've narrowed the problem to this. Let e > 0, since f is integrable there's a partition P s.t. if Q is any refinement then |S(P;f) - integral| < e. I need to choose an N s.t. if n > N then P can be refined into Q and specific points z_i can be chosen s.t. . My problem is I need to be able to take a partition of [0,1] P = (x1, x2, ..., xa) and refine it into Q = (x1, x2, ..., xm) s.t.|n(x_i - x_i-1) - 1| < e for all i (where n is already chosen). Intuitively this means adding points to the partition so that you even out the spacing. But I'm not sure how to show that this is possible. |
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Opalg Member of the 'S.O.S. Math' Hall of Fame

Joined: 07 Jan 2006 Posts: 1399 Location: Leeds, UK
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Posted: Thu, 30 Nov 2006 13:41:27 UTC Post subject: |
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| SexyBack wrote: | | I need to be able to take a partition of [0,1] P = (x1, x2, ..., xa) and refine it into Q = (x1, x2, ..., xm) s.t.|n(x_i - x_{i-1}) - 1| < e for all i (where n is already chosen). Intuitively this means adding points to the partition so that you even out the spacing. But I'm not sure how to show that this is possible. |
This sounds wrong to me. Divide the inequality by n. Then what you are trying to prove is that |(x_i - x_{i-1}) - (1/n)| < e/n for all i. Assuming that e is much smaller than 1, this says that the difference between consecutive x_i's is close to 1/n. That implies that the total number of points in the partition Q is close to n, which is surely not what you want? |
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