The Lebesgue Integral as the Almost Sure Limit of Random Riemann Sums

DOI10.2307/2043853zbMath0497.28007OpenAlexW4244255039MaRDI QIDQ3961711

Ćaslav V. Stanojević, John Cronan Kieffer

Publication date: 1982

Full work available at URL: https://doi.org/10.2307/2043853

zbMATH Keywords

Lebesgue integralrandom Riemann sumsDoob's reverse martingale theorem

Mathematics Subject Classification ID

Integration with respect to measures and other set functions (28A25) Martingales and classical analysis (60G46)

Related Items (4)

Randomly sampled Riemann sums and complete convergence in the law of large numbers for a case without identical distribution ⋮ A random approach to the Lebesgue integral ⋮ Further randomization of Riemann sums leading to the Lebesgue integral ⋮ Random Riemann sum estimator versus Monte Carlo

Cites Work

• A Riemann-Type Integral of Lebesgue Power
• Regularity Properties of Certain Families of Chance Variables
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