Law of large numbers for monotone convolution

zbMATH Open1291.46058arXiv1304.1230MaRDI QIDQ2874342FDOQ2874342

Authors: Jiun-Chau Wang, Enzo Wendler 

Publication date: 29 January 2014

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Abstract: Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions $m{u}_{1}rianglerightm{u}_{2}rianglerightcdotsrianglerightm{u}_n$, where $m{u}_j$'s are probability laws on $mathbbR$ with finite variances but not required to be identical.

Full work available at URL: https://arxiv.org/abs/1304.1230

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zbMATH Keywords

martingaleMarkov chainslaw of large numbersmonotone convolution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05) Noncommutative probability and statistics (46L53)

Cited In (4)

• Monotone increment processes, classical Markov processes, and Loewner chains
• Title not available (Why is that?)
• On the monotone convergence of vector means
• Strict limit types for monotone convolution

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