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The density evolution equations for non-binary low-density parity-check (LDPC) ensembles when transmission takes place over the binary erasure channel are derived. Ensembles defined with respect to the general linear group over the binary field are introduced. For these ensembles the density evolution equations can be written compactly. The density evolution for the general linear group helps in understanding the density evolution for codes defined with respect to finite fields. Thresholds are computed for different alphabet sizes for various LDPC ensembles. Surprisingly, the threshold is not a monotonic function of the alphabet size. The stability condition for non-binary LDPC ensembles over any binary memoryless symmetric channel is stated. Upper bounds on the MAP thresholds for various non-binary ensembles based on EXIT curves and the area theorem are given.