The Lebesgue integral as the almost sure limit of random Riemann sums
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- by John C. Kieffer and Časlav V. Stanojević
- Proc. Amer. Math. Soc. 85 (1982), 389-392
- DOI: https://doi.org/10.1090/S0002-9939-1982-0656109-X
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Abstract:
A method is given for generating random intermediate points for a sequence of partitions. For the corresponding random Riemann sums it is shown that they converge almost surely to the Lebesgue integral.References
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Bibliographic Information
- © Copyright 1982 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 85 (1982), 389-392
- MSC: Primary 26A42; Secondary 60G46
- DOI: https://doi.org/10.1090/S0002-9939-1982-0656109-X
- MathSciNet review: 656109