Law of large numbers for monotone convolution

MaRDI QIDQ2874342zbMATH OpenFDO

Authors Jiun-Chau Wang, Enzo Wendler

Publication date 29 January 2014

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

Full work available at URL https://arxiv.org/abs/1304.1230, http://math.uni.wroc.pl/~pms/publicationsArticle.php?nr=33.2&nrA=4&ppB=225&ppE=231

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)

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.

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Cited in

(5)

• Monotone increment processes, classical Markov processes, and Loewner chains
• Law of large numbers for roots of finite free multiplicative convolution of polynomials
• scientific article; zbMATH DE number 3842857 (Why is no real title available?)
• On the monotone convergence of vector means
• Strict limit types for monotone convolution

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