%This command provides the two last columns of %the second horizontal part of the page 10 % %The macro has one parameter: % 1) The width available to typeset the formulae \newcommand\TTenStieltjes[1]{% %This command print one line of the array showing %the differents Stieltjes integrals. % %The command has two parameters: % 1) The part of equation before the equal sign % 2) The part of the equation following it \def\LineOfArray##1##2{% ##1&=&##2\\[\TTenExpansionSkip]% } \parbox[t]{#1}{% \TTenStieljesFontSize \DisplaySpace{\TTenDisplaySpace}{\TTenDisplayShortSpace} \noindent If $G$ is continuous in the interval $[a,b]$ and $F$ is nondecreasing then \begin{displaymath} \int_a^b G(x) \, d F(x) \end{displaymath} exists. \AdjustSpace{1.5ex plus .5ex minus 1ex} If $a \leq b \leq c$ then \begin{displaymath} \int_a^c G(x) \, d F(x) = \int_a^b G(x) \, d F(x) + \int_b^c G(x) \, d F(x) \end{displaymath} \AdjustSpace{1.5ex plus .5ex minus 1ex} If the integrals involved exist \begin{displaymath} \begin{array}{lcl} \LineOfArray{\int_a^b \big(G(x) + H(x)\big)\, d F(x)}% {\int_a^b G(x) \, d F(x) + \int_a^b H(x) \, d F(x)}% \LineOfArray{\int_a^b G(x)\, d \big(F(x) + H(x)\big)}% {\int_a^b G(x) \, d F(x) + \int_a^b G(x) \, d H(x)}% \LineOfArray{\int_a^b c \cdot G(x)\, d F(x)}% {\int_a^b G(x)\, d \big(c \cdot F(x)\big) = c \int_a^b G(x) \, d F(x)}% \LineOfArray{\int_a^b G(x)\, d F(x)}% {G(b)F(b) - G(a)F(a) - \int_a^b F(x) \, d G(x)}% \end{array} \end{displaymath} If the integrals involved exist, and $F$ possesses a derivative $F'$ at every point in $[a,b]$ then \begin{displaymath} \int_a^b G(x) \, d F(x) = \int_a^b G(x) F'(x) \, dx \end{displaymath} }% } %The title of this part \newcommand\TTenTitleStieltjes{Stieltjes Integration}