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Khinchin Integral
In mathematics, the Khinchin integral (sometimes spelled Khintchine integral), also known as the Denjoy–Khinchin integral, generalized Denjoy integral or wide Denjoy integral, is one of a number of definitions of the integral of a function. It is a generalization of the Riemann and Lebesgue integrals. It is named after Aleksandr Khinchin and Arnaud Denjoy, but is not to be confused with the (narrow) Denjoy integral. Motivation If ''g'' : ''I'' → R is a Lebesgue-integrable function on some interval ''I'' = ''a'',''b''.html" ;"title="/nowiki>''a'',''b''">/nowiki>''a'',''b''/nowiki>, and if :f(x) = \int_a^x g(t)\,dt is its Lebesgue indefinite integral, then the following assertions are true: #''f'' is absolutely continuous (see below) #''f'' is differentiable almost everywhere #Its derivative coincides almost everywhere with ''g''(''x''). (In fact, ''all'' absolutely continuous functions are obtained in this manner.) The Lebesgue integral could ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integral
In mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics ..., an integral assigns numbers to functions in a way that describes Displacement (geometry), displacement, area, volume, and other concepts that arise by combining infinitesimal data. The process of finding integrals is called integration. Along with Derivative, differentiation, integration is a fundamental, essential operation of calculus,Integral calculus is a very well established mathematical discipline for which there are many sources. See and , for example. and serves as a tool to solve problems in mathematics and physics involving the area of an arbitrary shape, the length of a curve, and the volume of a solid, among others. The integrals enumerated here are those termed definite integrals, which can be int ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Function (mathematics)
In mathematics, a function from a set to a set assigns to each element of exactly one element of .; the words map, mapping, transformation, correspondence, and operator are often used synonymously. The set is called the domain of the function and the set is called the codomain of the function.Codomain ''Encyclopedia of Mathematics'Codomain. ''Encyclopedia of Mathematics''/ref> The earliest known approach to the notion of function can be traced back to works of Persian mathematicians Al-Biruni and Sharaf al-Din al-Tusi. Functions were originally the idealization of how a varying quantity depends on another quantity. For example, the position of a planet is a ''function'' of time. Historically, the concept was elaborated with the infinitesimal calculus at the end of the 17th century, and, until the 19th century, the functions that were considered were differentiable (that is, they had a high degree of regularity). The concept of a function was formalized at the end of the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Riemann Integral
In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration. Overview Let be a non-negative real-valued function on the interval , and let be the region of the plane under the graph of the function and above the interval . See the figure on the top right. This region can be expressed in set-builder notation as S = \left \. We are interested in measuring the area of . Once we have measured it, we will denote the area in the usual way by \int_a^b f(x)\,dx. The basic idea of the Riemann integral is to use very simple approximations for the area of . By taking better and be ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lebesgue Integral
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the -axis. The Lebesgue integral, named after French mathematician Henri Lebesgue, extends the integral to a larger class of functions. It also extends the domains on which these functions can be defined. Long before the 20th century, mathematicians already understood that for non-negative functions with a smooth enough graph—such as continuous functions on closed bounded intervals—the ''area under the curve'' could be defined as the integral, and computed using approximation techniques on the region by polygons. However, as the need to consider more irregular functions arose—e.g., as a result of the limiting processes of mathematical analysis and the mathematical theory of probability—it became clear that more careful approximation techniques were needed to define a suitable integral. Also, one might ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Aleksandr Khinchin
Aleksandr Yakovlevich Khinchin (russian: Алекса́ндр Я́ковлевич Хи́нчин, french: Alexandre Khintchine; July 19, 1894 – November 18, 1959) was a Soviet mathematician and one of the most significant contributors to the Soviet school of probability theory. Life and career He was born in the village of Kondrovo, Kaluga Governorate, Russian Empire. While studying at Moscow State University, he became one of the first followers of the famous Luzin school. Khinchin graduated from the university in 1916 and six years later he became a full professor there, retaining that position until his death. Khinchin's early works focused on real analysis. Later he applied methods from the metric theory of functions to problems in probability theory and number theory. He became one of the founders of modern probability theory, discovering the law of the iterated logarithm in 1924, achieving important results in the field of limit theorems, giving a definition of a s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Arnaud Denjoy
Arnaud Denjoy (; 5 January 1884 – 21 January 1974) was a French mathematician. Biography Denjoy was born in Auch, Gers. His contributions include work in harmonic analysis and differential equations. His integral was the first to be able to integrate all derivatives. Among his students is Gustave Choquet. He is also known for the more general broad Denjoy integral, or Khinchin integral. Denjoy was an Invited Speaker of the ICM with talk ''Sur une classe d'ensembles parfaits en relation avec les fonctions admettant une dérivée seconde généralisée'' in 1920 at Strasbourg and with talk ''Les equations differentielles periodiques'' in 1950 at Cambridge, Massachusetts. In 1931 he was the president of the Société Mathématique de France. In 1942 he was elected a member of the Académie des sciences and was its president in 1962. Denjoy married in 1923 and was the father of three sons. He died in Paris in 1974. He was an atheist with a strong interest in philosophy, psy ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Henstock–Kurzweil Integral
In mathematics, the Henstock–Kurzweil integral or generalized Riemann integral or gauge integral – also known as the (narrow) Denjoy integral (pronounced ), Luzin integral or Perron integral, but not to be confused with the more general wide Denjoy integral – is one of a number of inequivalent definitions of the integral of a function. It is a generalization of the Riemann integral, and in some situations is more general than the Lebesgue integral. In particular, a function is Lebesgue integrable if and only if the function and its absolute value are Henstock–Kurzweil integrable. This integral was first defined by Arnaud Denjoy (1912). Denjoy was interested in a definition that would allow one to integrate functions like :f(x)=\frac\sin\left(\frac\right). This function has a singularity at 0, and is not Lebesgue integrable. However, it seems natural to calculate its integral except over the interval and then let . Trying to create a general theory, Denjoy used trans ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Almost Everywhere
In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion to the concept of measure zero, and is analogous to the notion of ''almost surely'' in probability theory. More specifically, a property holds almost everywhere if it holds for all elements in a set except a subset of measure zero, or equivalently, if the set of elements for which the property holds is conull. In cases where the measure is not complete, it is sufficient that the set be contained within a set of measure zero. When discussing sets of real numbers, the Lebesgue measure is usually assumed unless otherwise stated. The term ''almost everywhere'' is abbreviated ''a.e.''; in older literature ''p.p.'' is used, to stand for the equivalent French language phrase ''presque partout''. A set with full measure is one whose complement i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Absolute Continuity
In calculus, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity. The notion of absolute continuity allows one to obtain generalizations of the relationship between the two central operations of calculus— differentiation and integration. This relationship is commonly characterized (by the fundamental theorem of calculus) in the framework of Riemann integration, but with absolute continuity it may be formulated in terms of Lebesgue integration. For real-valued functions on the real line, two interrelated notions appear: absolute continuity of functions and absolute continuity of measures. These two notions are generalized in different directions. The usual derivative of a function is related to the '' Radon–Nikodym derivative'', or ''density'', of a measure. We have the following chains of inclusions for functions over a compact subset of the real line: : ''absolutely continuous'' ⊆ ''uniformly continuous'' = ''con ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Derived Set (mathematics)
In mathematics, more specifically in point-set topology, the derived set of a subset S of a topological space is the set of all limit points of S. It is usually denoted by S'. The concept was first introduced by Georg Cantor in 1872 and he developed set theory in large part to study derived sets on the real line. Examples If \mathbb is endowed with its usual Euclidean topology then the derived set of the half-open interval , 1) is the closed interval [0,1 Consider \mathbb with the Topology (structure)">topology (open sets) consisting of the empty set and any subset of \mathbb that contains 1. The derived set of A := \ is A' = \mathbb \setminus \. Properties If A and B are subsets of the topological space \left(X, \mathcal\right), then the derived set has the following properties: * \varnothing' = \varnothing * a \in A' \implies a \in (A \setminus \)' * (A \cup B)' = A' \cup B' * A \subseteq B \implies A' \subseteq B' A subset S of a topological space is closed precise ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lebesgue Measure
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of ''n''-dimensional Euclidean space. For ''n'' = 1, 2, or 3, it coincides with the standard measure of length, area, or volume. In general, it is also called ''n''-dimensional volume, ''n''-volume, or simply volume. It is used throughout real analysis, in particular to define Lebesgue integration. Sets that can be assigned a Lebesgue measure are called Lebesgue-measurable; the measure of the Lebesgue-measurable set ''A'' is here denoted by ''λ''(''A''). Henri Lebesgue described this measure in the year 1901, followed the next year by his description of the Lebesgue integral. Both were published as part of his dissertation in 1902. Definition For any interval I = ,b/math>, or I = (a, b), in the set \mathbb of real numbers, let \ell(I)= b - a denote its length. For any subset E\subseteq\mathbb, the Lebesgue oute ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Lebesgue's Density Theorem
In mathematics, Lebesgue's density theorem states that for any Lebesgue measurable set A\subset \R^n, the "density" of ''A'' is 0 or 1 at almost every point in \R^n. Additionally, the "density" of ''A'' is 1 at almost every point in ''A''. Intuitively, this means that the "edge" of ''A'', the set of points in ''A'' whose "neighborhood" is partially in ''A'' and partially outside of ''A'', is negligible. Let μ be the Lebesgue measure on the Euclidean space R''n'' and ''A'' be a Lebesgue measurable subset of R''n''. Define the approximate density of ''A'' in a ε-neighborhood of a point ''x'' in R''n'' as : d_\varepsilon(x)=\frac where ''B''ε denotes the closed ball of radius ε centered at ''x''. Lebesgue's density theorem asserts that for almost every point ''x'' of ''A'' the density : d(x)=\lim_ d_(x) exists and is equal to 0 or 1. In other words, for every measurable set ''A'', the density of ''A'' is 0 or 1 almost everywhere in R''n''. However, if μ(''A'') >&nb ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
