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Stieltjes and Riemann Integrals

 
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SexyBack
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Joined: 29 Nov 2006
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PostPosted: Wed, 29 Nov 2006 05:25:59 UTC    Post subject: Stieltjes and Riemann Integrals Reply with quote

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
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Joined: 29 Nov 2006
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PostPosted: Wed, 29 Nov 2006 22:22:22 UTC    Post subject: Reply with quote

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
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Joined: 07 Jan 2006
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PostPosted: Thu, 30 Nov 2006 13:41:27 UTC    Post subject: Reply with quote

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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