The goal of this talk is to construct a Riemann integral on a separable Banachspace which posses all of the fundamental properties of the Riemann integral on
Rn. Let
B represent a separable Banach space. The paper [GM] presents a proof that
B has an isomorphic, isometric embedding in
R∞=R×R×…. In this work we will use this embedding to define a Riemann integral on special subsets of
B, which makes the derivations of most of its properties virtually identical to those of its finite-dimensional analogue. Similar to the Lebesgue integral on
B in [GM], this Riemann integral has the advantage of equaling a limit of Riemann integrals on
Rn for
n→∞. We will use this convergence to study some probability density functions on
B.
[GM] T.L. Gill, T. Myers,Constructive Analysis on Banach Spaces,Real Analysis Exchange, 44 (2019), 1-36