| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4621550 | Journal of Mathematical Analysis and Applications | 2008 | 8 Pages |
Abstract
We construct an integral of a measurable real function using randomly chosen Riemann sums and show that it converges in probability to the Lebesgue integral where this exists. We then prove some conditions for the almost sure convergence of this integral.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
