Homomorphism of independent random variable convolution and matrix multiplication
Probability
2023-07-04 v1
Abstract
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the limiting distributions of stochastic processes with stationary independent increments over a finite group are always uniform.
Cite
@article{arxiv.2307.00332,
title = {Homomorphism of independent random variable convolution and matrix multiplication},
author = {Yue Liu},
journal= {arXiv preprint arXiv:2307.00332},
year = {2023}
}