Take Action
Home | Faculty & Research Overview | Research
Research Details
An Abstract Law of Large Numbers, Sankhya
Abstract
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.
Type
Article
Author(s)
Nabil Al-Najjar, Luciano Pomatto
Date Published
2019
Citations
Al-Najjar, Nabil, and Luciano Pomatto. 2019. An Abstract Law of Large Numbers. Sankhya. 80: 1-12.
KELLOGG INSIGHT
Explore leading research and ideas
Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.
learn more
COURSE CATALOG
Review Courses & Schedules
Access information about specific courses and their schedules by viewing the interactive course scheduler tool.
LEARN MORE
DEGREE PROGRAMS
Discover the path to your goals
Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.
learn more