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- From: ara@zurich.ai.mit.edu (Allan Adler)
- Newsgroups: sci.math
- Subject: Re: Couple of questions
- Message-ID: <ARA.92Sep9202530@camelot.ai.mit.edu>
- Date: 10 Sep 92 01:25:30 GMT
- Article-I.D.: camelot.ARA.92Sep9202530
- References: <1992Sep9.102457.15049@news.columbia.edu>
- <1992Sep9.174910.12677@galois.mit.edu>
- Sender: news@mintaka.lcs.mit.edu
- Organization: M.I.T. Artificial Intelligence Lab.
- Lines: 21
- In-Reply-To: jbaez@riesz.mit.edu's message of 9 Sep 92 17:49:10 GMT
-
- There is now a generalization of the Riemann integeral, called the Generalized
- Riemann Integral, which is powerful enough to integrate all Lebesgue integrable
- functions. A positive function is integrable by this function if and only
- if it is Lebesgue integrable. However, there are functions which are not
- Lebesgue intergrable, by virtue of the fact that their absolute values are
- not, but which are integrable by the Generalized Riemann Integral. There is
- a Carus monograph on this. I think McShane has a book that handles the
- Generalized Riemann Integral in R^n and for for the infinite dimensional
- integrals that arise in stochastic processes. There is a very recent book
- by Henstock which seems to achieve the greatest generality, axiomatizing
- the structures necessary to carry out constructions of this type.
-
- There are some people who work in integration theory who believe that the
- Lebesgue integral is now obsolete and that the generalized Riemann integral,
- including its general formulation, should be the foundation that is taught.
-
- I think the generalized Riemann integral does one other thing: every
- differentiable function is the generalized Riemann integral of its
- derivative.
-
- Allan
-