Spelling suggestions: "subject:"noncommutative probability theory"" "subject:"concommutative probability theory""
1 |
Law of large numbers for monotone convolution2014 September 1900 (has links)
In this thesis, we use martingales to show that the dilation of a sequence of monotone convolutions $D_\frac{1}{b_n} (\mu_1 \triangleright \mu_2 \triangleright \cdots \triangleright \mu_n)$ is stable, where $\mu_j$ are probability distributions with the condition $\sum \limits_{n=1}^\infty \frac{1}{b_n} \text{var}(\mu_n) < \infty$. This proves a law of large numbers for monotonically independent random variables.
|
Page generated in 0.1257 seconds