Lebesgue-Stieljes Measures: Difference between revisions
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:<math>\mu_F(A) = \inf\left\{\sum_i \mu_F(\left(a, b\right]) \ : \ A\subset \bigcup_i \left(a, b\right] \right\}</math> | :<math>\mu_F(A) = \inf\left\{\sum_i \mu_F(\left(a, b\right]) \ : \ A\subset \bigcup_i \left(a, b\right] \right\}</math> | ||
where <math> \mu_F(\left(a, b\right]) = F(b) - F(a) </math> | where <math> \mu_F^{*}(\left(a, b\right]) = F(b) - F(a) </math> | ||
Revision as of 05:58, 19 December 2020
Given nondecreasing and right contiuous, define an outer measure by
![{\displaystyle \mu _{F}(A)=\inf \left\{\sum _{i}\mu _{F}(\left(a,b\right])\ :\ A\subset \bigcup _{i}\left(a,b\right]\right\}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/58a4bdda36095e649c75b403c6476824d041ca67)
where
![{\displaystyle \mu _{F}^{*}(\left(a,b\right])=F(b)-F(a)}](https://wikimedia.org/api/rest_v1/media/math/render/svg/1bf603aad0fe2f4fd3be8821bbbd477146bb759c)