Real analysis/Riemann-Stieltjes integration
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Definition:
Let {xn} be a partition of of an interval [a,b], and let tk be an element of [xk-1,xk], let f(x) be a function defined on [a,b], and let α(x) also be a function on [a,b]. If there exists a number L such that for every ε>0, there exists a partition {an} such that for any finer partition {xn},
.
If this number L exists, then the function is called Riemann-Stieltjes integrable on the interval [a,b] and is denoted
.