Lebesgue-Stieltjes Measure
# Definition
A Lebesgue-Stieltjes Measure is a Borel Measure $\mu$ on $\mathcal{B}(\mathbb{R})$ s.t. $\mu(I) < \infty$ for all bounded Intervals of $\mathbb{R}$.
# Properties
# Encounters
- Folland - Real Analysis - pg 35
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A Lebesgue-Stieltjes Measure is a Borel Measure $\mu$ on $\mathcal{B}(\mathbb{R})$ s.t. $\mu(I) < \infty$ for all bounded Intervals of $\mathbb{R}$.