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A positive measure is a measure which is a function from the measurable sets of a measure space to the nonnegative real numbers. Sometimes, this is what is meant by measure, ...

When a measure lambda is absolutely continuous with respect to a positive measure mu, then it can be written as lambda(E)=int_Efdmu. By analogy with the first fundamental ...

Due to Lebesgue and Brouwer. If an n-dimensional figure is covered in any way by sufficiently small subregions, then there will exist points which belong to at least n+1 of ...

The Newton-Cotes formulas are an extremely useful and straightforward family of numerical integration techniques. To integrate a function f(x) over some interval [a,b], ...

A definite integral is an integral int_a^bf(x)dx (1) with upper and lower limits. If x is restricted to lie on the real line, the definite integral is known as a Riemann ...

Denote the nth derivative D^n and the n-fold integral D^(-n). Then D^(-1)f(t)=int_0^tf(xi)dxi. (1) Now, if the equation D^(-n)f(t)=1/((n-1)!)int_0^t(t-xi)^(n-1)f(xi)dxi (2) ...

The Stieltjes integral is a generalization of the Riemann integral. Let f(x) and alpha(x) be real-valued bounded functions defined on a closed interval [a,b]. Take a ...

An integral which has neither limit infinite and from which the integrand does not approach infinity at any point in the range of integration.

The Cantor set T_infty, sometimes also called the Cantor comb or no middle third set (Cullen 1968, pp. 78-81), is given by taking the interval [0,1] (set T_0), removing the ...

Let the values of a function f(x) be tabulated at points x_i equally spaced by h=x_(i+1)-x_i, so f_1=f(x_1), f_2=f(x_2), ..., f_5=f(x_5). Then Boole's rule approximating the ...