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Stieltjes transform

From Encyclopedia of Mathematics
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The integral transform

(*)

The Stieltjes transform arises in the iteration of the Laplace transform and is also a particular case of a convolution transform.

One of the inversion formulas is as follows: If the function is continuous and bounded on , then

for .

The generalized Stieltjes transform is

where is a complex number.

The integrated Stieltjes transform is

where

Stieltjes transforms are also introduced for generalized functions. The transform (*) was studied by Th.J. Stieltjes (1894–1895).

References

[1] D.V. Widder, "The Laplace transform" , Princeton Univ. Press (1972)
[2] R.P. Boas, D.V. Widder, "The iterated Stieltjes transform" Trans. Amer. Math. Soc. , 45 (1939) pp. 1–72
[3] E.C. Titchmarsh, "Introduction to the theory of Fourier integrals" , Oxford Univ. Press (1948)
[4] Y.A. Brychkov, A.P. Prudnikov, "Integral transforms of generalized functions" , Gordon & Breach (1989) (Translated from Russian)
How to Cite This Entry:
Stieltjes transform. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Stieltjes_transform&oldid=48841
This article was adapted from an original article by Yu.A. BrychkovA.P. Prudnikov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article