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Kolmogorov integral

From Wikipedia, the free encyclopedia

Inmathematics, theKolmogorov integral (orKolmogoroff integral) is a generalized integral introduced byKolmogoroff (1930) including theLebesgue–Stieltjes integral, theBurkill integral, and theHellinger integral as special cases. The integral is a limit over a directed family of partitions, when the resulting limiting value is independent of the tags of each partition segment.

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