Re: Absolute continuity, another question,
- From: Rufus.Zee@xxxxxxxxx
- Date: 30 Dec 2005 08:52:12 -0800
The main issue is how are we to do anything with the integral
\int_a^x g ' (f(t)) f ' (t) dt .
We would want to show this is just the Riemann-Stieltjes integral
\int_a^x g ' (f(x)) d f(x),
which in turn is the Riemann integral
\int_f(a)^f(x) g'(t) dt,
which of course is g(f(x)) - g(f(a)).
Proving these steps is much more elegant in the more general setting of
measure theory. This is mainly because one rarely needs to remember how
to spell Stieltjes.
.
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