Given a L1 function f over an infinite measure space S how does one estimate the integral of f using statistical tools? In this talk we propose using regenerative sequences with heavy tails to do this. We obtain a consistent estimator and show the rate of convergence is slower than $1/\sqrt{n}$. When S is countable the SSRW works.

- All seminars.
- Seminars for 2014

Last updated: 24 Jan 2020