In
mathematics, the Kolmogorov integral (or Kolmogoroff integral) is a generalized integral introduced by including the
Lebesgue–Stieltjes integral, the
Burkill integral, and the
Hellinger integral In mathematics, the Hellinger integral is an integral introduced by that is a special case of the Kolmogorov integral. It is used to define the Hellinger distance
In probability and statistics, the Hellinger distance (closely related to, althou ...
as special cases. The integral is a limit over a directed family of partitions, when the resulting limiting value is independent of the tags of each partition segment.
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Definitions of mathematical integration