Law of Large Numbers for Monotone Convolution
Functional Analysis
2013-04-05 v1
Abstract
Using martingale convergence theorem, we prove a law of large numbers for monotone convolutions , where 's are probability laws on with finite variances but not required to be identical.
Cite
@article{arxiv.1304.1230,
title = {Law of Large Numbers for Monotone Convolution},
author = {JC Wang and Enzo Wendler},
journal= {arXiv preprint arXiv:1304.1230},
year = {2013}
}