Definition:Stieltjes Function of Measure on Real Numbers

Definition
Let $\mu$ be a measure on $\R$ with the Borel $\sigma$-algebra $\mathcal B \left({\R}\right)$.

The Stieltjes function of $\mu$ is the mapping $F_\mu: \R \to \overline{\R}$ defined by:


 * $F_\mu \left({x}\right) := \begin{cases}

\mu \left({ \left[{0 \,.\,.\, x}\right) \, }\right) & \text{if } x > 0\\ 0 & \text{if } x = 0\\ - \mu \left({ \left[{x \,.\,.\, 0}\right) \, }\right) & \text{if } x < 0 \end{cases}$

where $\overline{\R}$ denotes the extended real numbers.

Also see

 * Stieltjes Function of Measure is Stieltjes Function