Kolmogorov integral
Encyclopedia
In mathematics, the Kolmogorov integral (or Kolmogoroff integral) is a general integral introduced by including the Lebesgue–Stieltjes integral, the Burkill integral
, and the Hellinger integral
as special cases.
Burkill integral
In mathematics, the Burkill integral is an integral introduced by for calculating areas. It is a special case of the Kolmogorov integral....
, and the Hellinger integral
Hellinger integral
In mathematics, the Hellinger integral is an integral introduced by that is a special case of the Kolmogorov integral. It is used to define the Hellinger distance in probability theory.-References:...
as special cases.