Calculation of Lebesgue integrals by using uniformly distributed sequences (Q336016)

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Calculation of Lebesgue integrals by using uniformly distributed sequences
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    Calculation of Lebesgue integrals by using uniformly distributed sequences (English)
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    10 November 2016
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    In this paper, some metric properties of uniformly distributed sequences are investigated. One particular result is the following. Consider an arbitrary Lebesgue measurable function \(f:[0,1]\rightarrow\mathbb R\) and the set S of all uniformly distributed sequences \((x_k)\) in \([0,1]\) such that \[ \lim_{N\rightarrow\infty}\frac{1}{N}\sum^N_{k=1}f(x_k)=\int_0^1f(x)d\lambda(x). \] Then \(\lambda_\infty(S)=1\), where \(\lambda_\infty\) is the infinite product measure of the Lebesgue measure \(\lambda\) on \([0,1]\). This extends a well-known metric result and implies generalizations of results of \textit{C. Baxa} and \textit{J. Schoißengeier} [Monatsh. Math. 135, No. 4, 265--277 (2002; Zbl 1009.11054)].
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    uniformly distributed sequence
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    Lebesgue integral
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    strong law of large numbers
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