Stieltjes measure

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1: 1.1 Special Notation

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$x,y$	real variables.
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$L^2(X,d\alpha )$	the space of all Lebesgue–Stieltjes measurable functions on $X$ which are square integrable with respect to $d\alpha$.
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2: 1.4 Calculus of One Variable

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Absolutely Continuous Stieltjes Measure

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Stieltjes Measure with $\alpha (x)$ Discontinuous

… ► See Riesz and Sz.-Nagy (1990, Ch. 3). … ►Definite integrals over the Stieltjes measure $d\alpha (x)$ could represent a sum, an integral, or a combination of the two. …

3: 1.18 Linear Second Order Differential Operators and Eigenfunction Expansions

… ►For a Lebesgue–Stieltjes measure $d\alpha$ on $X$ let $L^2(X,d\alpha )$ be the space of all Lebesgue–Stieltjes measurable complex-valued functions on $X$ which are square integrable with respect to $d\alpha$, ►

1.18.11

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Symbols:

$dx$: differential of $x$ , $\int$: integral and $\left|x\right|$: absolute value of $x$

Permalink:

http://dlmf.nist.gov/1.18.E11

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Annotations for §1.18(ii), §1.18 and Ch.1

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1.18.13 $$c_n=⟨f,{\varphi }_n⟩={\int }_a^{b}f(x)\overline{{\varphi }_n(x)}dx,$$ $f\in L^2\left(X\right)$,

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Symbols:

$L^2(X,dx)$: Lebesgue–Stieltjes measurable, square integrable, complex-valued functions, $\overline{z}$: complex conjugate, $dx$: differential of $x$ , $\in$: element of, $⟨f,g⟩$: inner product over functions, $\int$: integral and $n$: nonnegative integer

Referenced by:

§1.18(v), §1.18(vi), §1.18(ii)

Permalink:

http://dlmf.nist.gov/1.18.E13

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Annotations for §1.18(ii), §1.18 and Ch.1

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1.18.14 $${\int }_a^b{\left|f(x)\right|}^{2}dx=\sum _{n=0}^{\mathrm{\infty }}{\left|c_n\right|}^2,$$ $f\in L^2\left(X\right)$,

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Symbols:

$L^2(X,dx)$: Lebesgue–Stieltjes measurable, square integrable, complex-valued functions, $dx$: differential of $x$ , $\in$: element of, $\int$: integral, $n$: nonnegative integer and $\left|x\right|$: absolute value of $x$

Permalink:

http://dlmf.nist.gov/1.18.E14

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Annotations for §1.18(ii), §1.18 and Ch.1

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1.18.64 $$f(x)={\int }_{{𝝈}_c}\widehat{f}(\lambda ){\varphi }_{\lambda }(x)d\lambda +\sum _{{𝝈}_p}\widehat{f}({\lambda }_n){\varphi }_{{\lambda }_n}(x),$$ $f(x)\in C(X)\cap L^2\left(X\right)$.

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Symbols:

$L^2(X,dx)$: Lebesgue–Stieltjes measurable, square integrable, complex-valued functions, $dx$: differential of $x$ , $\in$: element of, $\int$: integral, $\cap$: intersection, $C(I)$ or $C(a,b)$: continuous on an interval $I$ or $(a,b)$ and $n$: nonnegative integer

Permalink:

http://dlmf.nist.gov/1.18.E64

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See also:

Annotations for §1.18(viii), §1.18 and Ch.1

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4: 18.2 General Orthogonal Polynomials

… ►More generally than (18.2.1)–(18.2.3), $w(x)dx$ may be replaced in (18.2.1) by $d\mu (x)$, where the measure $\mu$ is the Lebesgue–Stieltjes measure ${\mu }_{\alpha }$ corresponding to a bounded nondecreasing function $\alpha$ on the closure of $(a,b)$ with an infinite number of points of increase, and such that for all $n$. …

5: 1.16 Distributions

… ►More generally, for $\alpha :[a,b]\to [-\mathrm{\infty },\mathrm{\infty }]$ a nondecreasing function the corresponding Lebesgue–Stieltjes measure ${\mu }_{\alpha }$ (see §1.4(v)) can be considered as a distribution: … ►Since ${\delta }_{x_0}$ is the Lebesgue–Stieltjes measure ${\mu }_{\alpha }$ corresponding to $\alpha (x)=H\left(x-x_0\right)$ (see §1.4(v)), formula (1.16.16) is a special case of (1.16.3_5), (1.16.9_5) for that choice of $\alpha$. … ►See Hildebrandt (1938) and Chihara (1978, Chapter II) for Stieltjes measures which are used in §18.39(iii); see also Shohat and Tamarkin (1970, Chapter II). …

6: 18.39 Applications in the Physical Sciences

… ►The Schrödinger operator essential singularity, seen in the accumulation of discrete eigenvalues for the attractive Coulomb problem, is mirrored in the accumulation of jumps in the discrete Pollaczek–Stieltjes measure as $x\to -1-$. …

7: Errata

… ►The spectral theory of these operators, based on Sturm-Liouville and Liouville normal forms, distribution theory, is now discussed more completely, including linear algebra, matrices, matrices as linear operators, orthonormal expansions, Stieltjes integrals/measures, generating functions. … ►

The following additions were made in Chapter 1:

• New subsections, 1.2(v) Matrices, Vectors, Scalar Products, and Norms and 1.2(vi) Square Matrices, with Equations (1.2.27)–(1.2.77).

• The title of this section was changed from “Determinants” to “Determinants, Linear Operators, and Spectral Expansions”. An extra paragraph just below (1.3.7). New subsection, 1.3(iv) Matrices as Linear Operators, with Equations (1.3.20), (1.3.21).

• In 1.4(v), three new paragraphs on Stieltjes integrals/measure, with Equations (1.4.23_1)–(1.4.23_3).

• In Subsection 1.8(i), the title of the paragraph “Bessel’s Inequality” was changed to “Parseval’s Formula”. We give the relation between the real and the complex coefficients, and include more general versions of Parseval’s Formula, Equations (1.8.6_1), (1.8.6_2). The title of Subsection 1.8(iv) was changed from “Transformations” to “Poisson’s Summation Formula”, and we added an extra remark just below (1.8.14).

• New subsection, 1.10(xi) Generating Functions, with Equations (1.10.26)–(1.10.29).

• New subsection, 1.13(viii) Eigenvalues and Eigenfunctions: Sturm-Liouville and Liouville forms, with Equations (1.13.26)–(1.13.31).

• Another form of Parseval’s formula, (1.14.7_5).

• We include several extra remarks and Equations (1.16.3_5), (1.16.9_5). New subsection, 1.16(ix) References for Section 1.16.

• Two extra paragraphs in Subsection 1.17(ii) Integral Representations, with Equations (1.17.12_1), (1.17.12_2); Subsection 1.17(iv) Mathematical Definitions is almost completely rewritten.

• An entire new section, 1.18 Linear Second Order Differential Operators and Eigenfunction Expansions, including new subsections, 1.18(i)–1.18(x), and several equations, (1.18.1)–(1.18.71).

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8: 18.27 $q$-Hahn Class

… ►The measure is not uniquely determined: … ►

§18.27(vi) Stieltjes–Wigert Polynomials

… ►The measure is not uniquely determined: … ►

From Stieltjes–Wigert to Hermite

… ►For discrete $q$-Hermite II polynomials the measure is not uniquely determined. …