Law of Large Numbers for Monotone Convolution

2013/04/04 by Wang, JC, Wendler, Enzo
#46L53 #60F05 #60J05 #FOS: Mathematics #Functional Analysis (math.FA)

paper · doi:10.48550/arxiv.1304.1230

Abstract

Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions μ₁\trianglerightμ₂\triangleright⋯\trianglerightμ_n, where μ_j's are probability laws on ℝ with finite variances but not required to be identical.

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