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BWV
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So Riemann integrals on ℚ can be <> 0 but Lebesgue integrals on ℚ all have measure zero?
Office_Shredder said:What is the definition of a Riemann integral on ##\mathbb{Q}##?
Integral is a number. It can not "have measure zero".BWV said:Lebesgue integrals on ℚ all have measure zero?
Riemann sums are usually defined as sums where an interval is partitioned into small intervals. You need to set up a definition. Also what is your definition of Lebesgue integral here?BWV said:so does the limit of Riemann sums not work inℚ? I was thinking it did, but not sure which is why I asked the question
Reading about the Lebesgue integral in the context of statistics and the examples of integration of ℚ = 0 like the common example of probability of picking a rational number from [0,1] in ℝ, but it seems an odd notion (i.e. I have something wrong) that integration only works in ℝ, or that Riemann works where Lebesgue does notmathman said:Riemann sums are usually defined as sums where an interval is partitioned into small intervals. You need to set up a definition. Also what is your definition of Lebesgue integral here?
What source are you reading about the Lebesgue integral with statistics/probability? I suspect that you may be overgeneralizing from the examples of Lebesgue integration you've studied.BWV said:Reading about the Lebesgue integral in the context of statistics and the examples of integration of ℚ = 0 like the common example of probability of picking a rational number from [0,1] in ℝ, but it seems an odd notion (i.e. I have something wrong) that integration only works in ℝ, or that Riemann works where Lebesgue does not
The Bill said:What source are you reading about the Lebesgue integral with statistics/probability? I suspect that you may be overgeneralizing from the examples of Lebesgue integration you've studied.
Say I looked at a few pages of a calculus book and saw that the three examples there were all definite integrals on the range [0,2]. Would it be correct for me to then assume that integrals are only ever done from 0 to 2?
You're missing the point that the Riemann integral is defined only on the Real numbers. There is simply no definition of a Riemann integral on the rationals.BWV said:its the first chapter of a Stochastic Calc for Finance book which is an intro to measure-theoretic probability. my takeaway was that Lebesgue measure -> Lebesgue integral, but confused as any Lebesgue measure on ℚ or ℤ is zero. The other option is Lebesgue integration requires a mapping from ℤ or ℚ to ℝ with measurable functions, like a step function for ℤ
integrating something trivial like ##y=2## on ℚ would not have any discontinuities in ℚ (whereas ##y=1/2 \sqrt x ## would be discontinuous in ℚ)The Lebesgue criterion for integrability states that a bounded function is Riemann integrable if and only if the set of all discontinuities has measure zero.[4] Every countable subset of the real numbers - such as the rational numbers - has measure zero, so the above discussion shows that Thomae's function is Riemann integrable on any interval. The function's integral is equal to 0 over any set because the function is equal to zero almost everywhere.
is Riemann integrable on any interval and the integral evaluates to {\displaystyle 0}over any set.
BWV said:Thanks, so calculus is only on the reals, but not sure technically why the Riemann integral could not work in ℚ for certain functions.
The limit of Riemann sums would not existStephen Tashi said:What do you mean by "not work"?
BWV said:The limit of Riemann sums would not exist
Lebesgue and Riemann integration are two different methods used to calculate the area under a curve. The main difference between them is that Lebesgue integration is defined in terms of measure theory, while Riemann integration is defined in terms of limits.
Riemann integration is more commonly used for integrating on the rationals. This is because Riemann integration is easier to understand and calculate, while Lebesgue integration requires a deeper understanding of measure theory.
Lebesgue integration has the advantage of being able to integrate a wider class of functions compared to Riemann integration. It also allows for the use of more powerful theorems and techniques, making it a useful tool in advanced mathematical analysis.
One limitation of Riemann integration on the rationals is that it cannot integrate discontinuous functions. This is because the Riemann integral is based on the concept of a limit, which does not exist for discontinuous functions on the rationals.
Yes, Lebesgue and Riemann integration can give different results when integrating on the rationals. This is because they use different approaches and definitions, and therefore may lead to different values for the integral of a function. However, for continuous functions, both methods will give the same result.