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Lebesgue-Stieltjes Measure

Last updated Nov 1, 2022

# 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

  1. Correspondence of Lebesgue-Stieltjes Measures and Distribution Functions

# Encounters

  1. Folland - Real Analysis - pg 35

# Other Outlinks