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> and the infimum taken over all coverings of A by countably many semiopen intervals. By  Carathéodory's Theorem, we know that the measure <math>\mu_F := \mu_F^{*} \mid _M_\mu_F^{*} </math> arising from the outer measure <math>\mu_F := mu_F^{*} </math>
where <math> \mu_F^{*}(\left(a, b\right]) = F(b) - F(a) </math> and the infimum taken over all coverings of A by countably many semiopen intervals. By  Carathéodory's Theorem, we know that the measure <math>\mu_F := \mu_F^{*} \mid _M_\mu_F^{*} </math> arising from the outer measure <math>\mu_F^{*} </math>
<math>\left.\frac{\partial f}{\partial x}\right|_{\hat x_{k-1}}</math>
<math>\left.\frac{\partial f}{\partial x}\right|_{\hat x_{k-1}}</math>

Revision as of 06:16, 19 December 2020

Given nondecreasing and right contiuous, define an outer measure by

where and the infimum taken over all coverings of A by countably many semiopen intervals. By Carathéodory's Theorem, we know that the measure Failed to parse (Conversion error. Server ("https://wikimedia.org/api/rest_") reported: "Cannot get mml. TeX parse error: Double subscripts: use braces to clarify"): {\displaystyle \mu _{F}:=\mu _{F}^{*}\mid _{M}_{\mu }_{F}^{*}} arising from the outer measure