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Stieltjes Integrals in Mathematica?

• To: mathgroup at smc.vnet.net
• Subject: [mg4192] Stieltjes Integrals in Mathematica?
• From: sfpse at u.washington.edu (Russell Brunelle)
• Date: Thu, 13 Jun 1996 23:09:14 -0400
• Sender: owner-wri-mathgroup at wolfram.com

Hi.  How can I compute Stieltjes integrals with Mathematica?  I'm much 
more concerned with the quality of the quadrature than with symbolic 
results, as the input functions will be complete arbitrary messes as it 
is.

Here's a bit of background on why I want to do this, which I posted 
recently to sci.stat.math.  However, as Mathematica is my main tool, I'd 
be most happy if I could accomplish this in Mathematica.  I'd also be 
happy if anyone could refer me to a textbook which details how quadrature 
is performed on Stieltjes integrals.

Any help which anyone could provide would be deeply appreciated.


Russell


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