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. © 1982 American Mathematical Society.

Department(s)

Mathematics and Statistics

Keywords and Phrases

Lebesgue integral; Martingales; Random Riemann sums

International Standard Serial Number (ISSN)

1088-6826; 0002-9939

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2023 American Mathematical Society, All rights reserved.

Publication Date

01 Jan 1982

Share

 
COinS