Relationship between the Riemann and Lebesgue Integrals
Noboru Endou
Abstract
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Noboru Endou
Abstract
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Summary The goal of this article is to clarify the relationship between Riemann and Lebesgue integrals. In previous article [5], we constructed a one-dimensional Lebesgue measure. The one-dimensional Lebesgue measure provides a measure of any intervals, which can be used to prove the well-known relationship [6] between the Riemann and Lebesgue integrals [1]. We also proved the relationship between the integral of a given measure and that of its complete measure. As the result of this work, the Lebesgue integral of a bounded real valued function in the Mizar system [2], [3] can be calculated by the Riemann integral.
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Summary The goal of this article is to clarify the relationship between Riemann and Lebesgue integrals. In previous article [5], we constructed a one-dimensional Lebesgue measure. The one-dimensional Lebesgue measure provides a measure of any intervals, which can be used to prove the well-known relationship [6] between the Riemann and Lebesgue integrals [1]. We also proved the relationship between the integral of a given measure and that of its complete measure. As the result of this work, the Lebesgue integral of a bounded real valued function in the Mizar system [2], [3] can be calculated by the Riemann integral.
Key concepts: Lebesgue–Stieltjes integration, Riemann integral, Lebesgue integration, Mathematics, Lebesgue's number lemma, Measure (data warehouse), Daniell integral, Riemann–Stieltjes integral