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dc.contributor.advisorWang, Jiun-Chauen_US
dc.creatorWendler, Enzoen_US
dc.date.accessioned2014-09-20T12:00:13Z
dc.date.available2014-09-20T12:00:13Z
dc.date.created2014-09en_US
dc.date.issued2014-09-19en_US
dc.date.submittedSeptember 2014en_US
dc.identifier.urihttp://hdl.handle.net/10388/ETD-2014-09-1693en_US
dc.description.abstractIn 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.en_US
dc.language.isoengen_US
dc.subjectLaw of large numbersen_US
dc.subjectmonotone convolutionen_US
dc.subjectNon-commutative probability theoryen_US
dc.subjectMarkov chains and martingalesen_US
dc.titleLaw of large numbers for monotone convolutionen_US
thesis.degree.departmentMathematics and Statisticsen_US
thesis.degree.disciplineMathematicsen_US
thesis.degree.grantorUniversity of Saskatchewanen_US
thesis.degree.levelMastersen_US
thesis.degree.nameMaster of Science (M.Sc.)en_US
dc.type.materialtexten_US
dc.type.genreThesisen_US
dc.contributor.committeeMemberSrinivasan, Rajen_US
dc.contributor.committeeMemberSamei, Ebrahimen_US
dc.contributor.committeeMemberDutchyn, Christopheren_US


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