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This is a list of integration and measure theory topics, by Wikipedia page.
Intuitive foundations
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Length
Length is a measure of distance. In the International System of Quantities, length is a quantity with dimension distance. In most systems of measurement a base unit for length is chosen, from which all other units are derived. In the Inte ...
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Area
Area is the quantity that expresses the extent of a region on the plane or on a curved surface. The area of a plane region or ''plane area'' refers to the area of a shape or planar lamina, while ''surface area'' refers to the area of an open su ...
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Volume
Volume is a measure of occupied three-dimensional space. It is often quantified numerically using SI derived units (such as the cubic metre and litre) or by various imperial or US customary units (such as the gallon, quart, cubic inch). Th ...
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Probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and ...
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Moving average
In statistics, a moving average (rolling average or running average) is a calculation to analyze data points by creating a series of averages of different subsets of the full data set. It is also called a moving mean (MM) or rolling mean and is ...
Riemann integral
In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of ...
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Riemann sum
In mathematics, a Riemann sum is a certain kind of approximation of an integral by a finite sum. It is named after nineteenth century German mathematician Bernhard Riemann. One very common application is approximating the area of functions or l ...
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Riemann–Stieltjes integral
In mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes. The definition of this integral was first published in 1894 by Stieltjes. It serves as an i ...
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Bounded variation
In mathematical analysis, a function of bounded variation, also known as ' function, is a real number, real-valued function (mathematics), function whose total variation is bounded (finite): the graph of a function having this property is well beh ...
Improper integral
In mathematical analysis, an improper integral is the limit of a definite integral as an endpoint of the interval(s) of integration approaches either a specified real number or positive or negative infinity; or in some instances as both endpoin ...
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Cauchy principal value
In mathematics, the Cauchy principal value, named after Augustin Louis Cauchy, is a method for assigning values to certain improper integrals which would otherwise be undefined.
Formulation
Depending on the type of singularity in the integrand ...
Measure (mathematics)
In mathematics, the concept of a measure is a generalization and formalization of geometrical measures ( length, area, volume) and other common notions, such as mass and probability of events. These seemingly distinct concepts have many simi ...
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Sigma algebra
Sigma (; uppercase Σ, lowercase σ, lowercase in word-final position ς; grc-gre, σίγμα) is the eighteenth letter of the Greek alphabet. In the system of Greek numerals, it has a value of 200. In general mathematics, uppercase Σ is used as ...
Filtration (abstract algebra) In mathematics, a filtered algebra is a generalization of the notion of a graded algebra. Examples appear in many branches of mathematics, especially in homological algebra and representation theory.
A filtered algebra over the field k is an al ...
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Borel algebra
In mathematics, a Borel set is any set in a topological space that can be formed from open sets (or, equivalently, from closed sets) through the operations of countable union, countable intersection, and relative complement. Borel sets are name ...
Indicator function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , one has \mathbf_(x)=1 if x ...
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Lebesgue measure
In measure theory, a branch of mathematics, the Lebesgue measure, named after French mathematician Henri Lebesgue, is the standard way of assigning a measure to subsets of ''n''-dimensional Euclidean space. For ''n'' = 1, 2, or 3, it coincides ...
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Lebesgue integration
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the -axis. The Lebesgue integral, named after French mathematician Henri Le ...
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Lebesgue's density theorem In mathematics, Lebesgue's density theorem states that for any Lebesgue measurable set A\subset \R^n, the "density" of ''A'' is 0 or 1 at almost every point in \R^n. Additionally, the "density" of ''A'' is 1 at almost every point in ''A''. Intu ...
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Counting measure In mathematics, specifically measure theory, the counting measure is an intuitive way to put a measure on any set – the "size" of a subset is taken to be the number of elements in the subset if the subset has finitely many elements, and infin ...
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Complete measure
In mathematics, a complete measure (or, more precisely, a complete measure space) is a measure space in which every subset of every null set is measurable (having measure zero). More formally, a measure space (''X'', Σ, ''μ'') is comp ...
Outer measure
In the mathematical field of measure theory, an outer measure or exterior measure is a function defined on all subsets of a given set with values in the extended real numbers satisfying some additional technical conditions. The theory of outer ...
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Borel regular measure Borel may refer to:
People
* Borel (author), 18th-century French playwright
* Borel (1906–1967), pseudonym of the French actor Jacques Henri Cottance
* Émile Borel (1871 – 1956), a French mathematician known for his founding work in the are ...
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Radon measure
In mathematics (specifically in measure theory), a Radon measure, named after Johann Radon, is a measure on the σ-algebra of Borel sets of a Hausdorff topological space ''X'' that is finite on all compact sets, outer regular on all B ...
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Measurable function
In mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the preimage of any measurable set is measurable. This is i ...
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Null set
In mathematical analysis, a null set N \subset \mathbb is a measurable set that has measure zero. This can be characterized as a set that can be covered by a countable union of intervals of arbitrarily small total length.
The notion of null s ...
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negligible set
In mathematics, a negligible set is a set that is small enough that it can be ignored for some purpose.
As common examples, finite sets can be ignored when studying the limit of a sequence, and null sets can be ignored when studying the integ ...
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Almost everywhere
In measure theory (a branch of mathematical analysis), a property holds almost everywhere if, in a technical sense, the set for which the property holds takes up nearly all possibilities. The notion of "almost everywhere" is a companion notion t ...
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conull set In measure theory, a conull set is a set whose complement is null, i.e., the measure of the complement is zero. For example, the set of irrational numbers is a conull subset of the real line with Lebesgue measure.
A property that is true of the e ...
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Lp space
In mathematics, the spaces are function spaces defined using a natural generalization of the -norm for finite-dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue , although according to the Bourb ...
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Borel–Cantelli lemma
In probability theory, the Borel–Cantelli lemma is a theorem about sequences of events. In general, it is a result in measure theory. It is named after Émile Borel and Francesco Paolo Cantelli, who gave statement to the lemma in the first ...
Fatou's lemma
In mathematics, Fatou's lemma establishes an inequality relating the Lebesgue integral of the limit inferior of a sequence of functions to the limit inferior of integrals of these functions. The lemma is named after Pierre Fatou.
Fatou's l ...
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Absolutely continuous
In calculus, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity. The notion of absolute continuity allows one to obtain generalizations of the relationship between the two central ope ...
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Uniform absolute continuity
In mathematics, uniform integrability is an important concept in real analysis, functional analysis and measure theory, and plays a vital role in the theory of martingales.
Measure-theoretic definition
Uniform integrability is an extension to th ...
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Total variation
In mathematics, the total variation identifies several slightly different concepts, related to the ( local or global) structure of the codomain of a function or a measure. For a real-valued continuous function ''f'', defined on an interval ...
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Radon–Nikodym theorem
In mathematics, the Radon–Nikodym theorem is a result in measure theory that expresses the relationship between two measures defined on the same measurable space. A ''measure'' is a set function that assigns a consistent magnitude to the measu ...
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Fubini's theorem
In mathematical analysis Fubini's theorem is a result that gives conditions under which it is possible to compute a double integral by using an iterated integral, introduced by Guido Fubini in 1907. One may switch the order of integration if th ...
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Double integral
In mathematics (specifically multivariable calculus), a multiple integral is a definite integral of a function of several real variables, for instance, or . Integrals of a function of two variables over a region in \mathbb^2 (the real-number ...
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Vitali set
In mathematics, a Vitali set is an elementary example of a set of real numbers that is not Lebesgue measurable, found by Giuseppe Vitali in 1905. The Vitali theorem is the existence theorem that there are such sets. There are uncountably many Vi ...
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non-measurable set
In mathematics, a non-measurable set is a set which cannot be assigned a meaningful "volume". The mathematical existence of such sets is construed to provide information about the notions of length, area and volume in formal set theory. In Ze ...
Extensions
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Henstock–Kurzweil integral
In mathematics, the Henstock–Kurzweil integral or generalized Riemann integral or gauge integral – also known as the (narrow) Denjoy integral (pronounced ), Luzin integral or Perron integral, but not to be confused with the more general wide ...
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Amenable group
In mathematics, an amenable group is a locally compact topological group ''G'' carrying a kind of averaging operation on bounded functions that is invariant under translation by group elements. The original definition, in terms of a finitely add ...
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Banach–Tarski paradox
The Banach–Tarski paradox is a theorem in set-theoretic geometry, which states the following: Given a solid ball in three-dimensional space, there exists a decomposition of the ball into a finite number of disjoint subsets, which can then be ...
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Hausdorff paradox The Hausdorff paradox is a paradox in mathematics named after Felix Hausdorff. It involves the sphere (a 3-dimensional sphere in ). It states that if a certain countable subset is removed from , then the remainder can be divided into three disjoi ...
Integral equation
In mathematics, integral equations are equations in which an unknown function appears under an integral sign. In mathematical notation, integral equations may thus be expressed as being of the form: f(x_1,x_2,x_3,...,x_n ; u(x_1,x_2,x_3,...,x_n ...
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Fredholm equation In mathematics, the Fredholm integral equation is an integral equation whose solution gives rise to Fredholm theory, the study of Fredholm kernels and Fredholm operators. The integral equation was studied by Ivar Fredholm. A useful method to ...
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Fredholm operator
In mathematics, Fredholm operators are certain Operator (mathematics), operators that arise in the Fredholm theory of integral equations. They are named in honour of Erik Ivar Fredholm. By definition, a Fredholm operator is a bounded linear operat ...
Integral transform
In mathematics, an integral transform maps a function from its original function space into another function space via integration, where some of the properties of the original function might be more easily characterized and manipulated than i ...
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''See also
list of transforms
This is a list of transforms in mathematics.
Integral transforms
*Abel transform
* Bateman transform
*Fourier transform
**Short-time Fourier transform
**Gabor transform
*Hankel transform
*Hartley transform
* Hermite transform
*Hilbert transform
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list of Fourier-related transforms
This is a list of linear transformations of functions related to Fourier analysis. Such transformations map a function to a set of coefficients of basis functions, where the basis functions are sinusoidal and are therefore strongly localized in th ...
Convolution
In mathematics (in particular, functional analysis), convolution is a mathematical operation on two functions ( and ) that produces a third function (f*g) that expresses how the shape of one is modified by the other. The term ''convolution' ...
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Radon transform
In mathematics, the Radon transform is the integral transform which takes a function ''f'' defined on the plane to a function ''Rf'' defined on the (two-dimensional) space of lines in the plane, whose value at a particular line is equal to the ...
Integral geometry In mathematics, integral geometry is the theory of measures on a geometrical space invariant under the symmetry group of that space. In more recent times, the meaning has been broadened to include a view of invariant (or equivariant) transformat ...
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Buffon's needle
In mathematics, Buffon's needle problem is a question first posed in the 18th century by Georges-Louis Leclerc, Comte de Buffon:
:Suppose we have a floor made of parallel strips of wood, each the same width, and we drop a needle onto the floo ...
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Hadwiger's theorem In integral geometry (otherwise called geometric probability theory), Hadwiger's theorem characterises the valuations on convex bodies in \R^n. It was proved by Hugo Hadwiger.
Introduction
Valuations
Let \mathbb^n be the collection of all co ...
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mean width In geometry, the mean width is a measure of the "size" of a body; see Hadwiger's theorem for more about the available measures of bodies. In n dimensions, one has to consider (n-1)-dimensional hyperplanes perpendicular to a given direction \hat in ...
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intrinsic volumes In mathematics, more specifically, in convex geometry, the mixed volume is a way to associate a non-negative number to an of convex bodies in space. This number depends on the size and shape of the bodies and on their relative orientation to each ...
Other
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Stokes theorem
In vector calculus and differential geometry the generalized Stokes theorem (sometimes with apostrophe as Stokes' theorem or Stokes's theorem), also called the Stokes–Cartan theorem, is a statement about the integration of differential forms ...
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Differentiation under the integral sign
In calculus, the Leibniz integral rule for differentiation under the integral sign, named after Gottfried Leibniz, states that for an integral of the form
\int_^ f(x,t)\,dt,
where -\infty < a(x), b(x) < \infty and the integral are
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Contour integration
In the mathematical field of complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex plane.
Contour integration is closely related to the calculus of residues, a method of complex analysis.
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Examples of contour integration
In the mathematical field of complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex plane.
Contour integration is closely related to the calculus of residues, a method of complex analysis.
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List of integrals
Integration is the basic operation in integral calculus. While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does ...
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List of integrals of exponential functions
The following is a list of integrals of exponential functions. For a complete list of integral functions, please see the list of integrals.
Indefinite integral
Indefinite integrals are antiderivative functions. A constant (the constant of inte ...
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List of integrals of hyperbolic functions
The following is a list of integrals (anti-derivative functions) of hyperbolic functions. For a complete list of integral functions, see list of integrals.
In all formulas the constant ''a'' is assumed to be nonzero, and ''C''
denotes the constant ...
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List of integrals of irrational functions
The following is a list of integrals (antiderivative functions) of irrational functions. For a complete list of integral functions, see lists of integrals. Throughout this article the constant of integration
In calculus, the constant of integra ...
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List of integrals of logarithmic functions
The following is a list of integrals (antiderivative functions) of logarithmic functions. For a complete list of integral functions, see list of integrals.
''Note:'' ''x'' > 0 is assumed throughout this article, and the constant of integratio ...
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List of integrals of rational functions
The following is a list of integrals (antiderivative functions) of rational functions.
Any rational function can be integrated by partial fraction decomposition of the function into a sum of functions of the form:
: \frac, and \frac.
which can th ...
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List of integrals of trigonometric functions
The following is a list of integrals (antiderivative functions) of trigonometric functions. For antiderivatives involving both exponential and trigonometric functions, see List of integrals of exponential functions. For a complete list of antide ...
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List of integrals of inverse trigonometric functions
The following is a list of indefinite integrals (antiderivatives) of expressions involving the inverse trigonometric functions. For a complete list of integral formulas, see lists of integrals.
* The inverse trigonometric functions are also know ...