Riemann-Stieltjes integral

English

Etymology

Named after Bernhard Riemann and Thomas Joannes Stieltjes.

Noun

Riemann-Stieltjes integral (plural Riemann-Stieltjes integrals)

1. (mathematics) A generalization of the Riemann integral, serving as a precursor of the Lebesgue integral and a means of unifying equivalent forms of statistical theorems that apply to discrete and continuous probability.