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.

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- Seminars for 2014

Last updated: 06 Mar 2020