Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution

DOI10.3150/20-BEJ1247zbMath1472.46070arXiv2003.05382MaRDI QIDQ2214257

Yuki Ueda

Publication date: 7 December 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.05382

zbMATH Keywords

extreme valuesfree multiplicative convolutionBercovici-Pata bijectionBelinschi-Nica semigroupmax-convolution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Free probability and free operator algebras (46L54)

Related Items (2)

Law of large numbers for roots of finite free multiplicative convolution of polynomials ⋮ Homomorphisms relative to additive convolutions and max-convolutions: Free, boolean and classical cases

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Self-decomposability and Lévy processes in free probability
• Atoms and regularity for measures in a partially defined free convolution semigroup
• Free extreme values
• A matrix interpolation between classical and free max operations. I: The univariate case
• Invariant subspaces for operators in a general \(\text{II}_{1}\)-factor
• Addition of certain non-commuting random variables
• Majorization, doubly stochastic matrices, and comparison of eigenvalues
• Addition of freely independent random variables
• Stable laws and domains of attraction in free probability theory
• Some weak laws of large numbers in noncommutative probability
• The atoms of the free multiplicative convolution of two probability distributions
• Brown's spectral distribution measure for \(R\)-diagonal elements in finite von Neumann algebras
• Superconvergence to the central limit and failure of the Cramér theorem for free random variables
• Free self-decomposability and unimodality of the Fuss-Catalan distributions
• Sur la distribution limite du terme maximum d'une série aléatoire
• Classical scale mixtures of Boolean stable laws
• On the Law of Free Subordinators
• Free Random Variables
• Lectures on the Combinatorics of Free Probability
• Brown measures of unbounded operators affiliated with a finite von Neumann algebra
• On a remarkable semigroup of homomorphisms with respect to free multiplicative convolution
• Limits laws for geometric means of free random variables
• On the multiplication of free N -tuples of noncommutative random variables
• The Law of Large Numbers for the Free Multiplicative Convolution
• The Selfadjoint Operators of a Von Neumann Algebra Form a Conditionally Complete Lattice
• Order Properties of Bounded Self-Adjoint Operators

This page was built for publication: Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution