Law of Large Numbers for Monotone Convolution

JC Wang; Enzo Wendler

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arXiv · 1304.1230

Law of Large Numbers for Monotone Convolution

JC Wang·Enzo Wendler

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Abstract

Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions $\mu_{1}\triangleright\mu_{2}\triangleright\cdots\triangleright\mu_{n}$, where $\mu_{j}$'s are probability laws on $\mathbb{R}$ with finite variances but not required to be identical.

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BibTeX RIS

JC Wang, Enzo Wendler. 2013-04-04. Law of Large Numbers for Monotone Convolution. https://arxiv.org/abs/1304.1230

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