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The Lebesgue Integral as the Almost Sure Limit of Random Riemann Sums
1982
Proceedings of the American Mathematical Society
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.
doi:10.2307/2043853
fatcat:xf6mnhq75rgavgagli6q3unyly