Start of Main Content
Journal Article
An Abstract Law of Large Numbers
Sankhya
Author(s)
We study independent random variables (Zi)i?I aggregated by integrating with respect to a nonatomic and finitely additive probability over the index set I. We analyze the behavior of the resulting random average and establish that any measure that guarantees the measurability of integral satisfies a strong form of the law of large numbers.
Date Published:
2019
Citations:
Al-Najjar, Nabil, Luciano Pomatto. 2019. An Abstract Law of Large Numbers. Sankhya. 1-12.