Free point processes and free extreme values

DOI10.1007/s00440-009-0204-zzbMath1195.46070arXiv0903.2672OpenAlexW2170641350MaRDI QIDQ2380765

Vladislav Kargin, Gérard Ben Arous

Publication date: 12 April 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2672

zbMATH Keywords

extreme valuesfree point processesfree Poisson random measure

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Free probability and free operator algebras (46L54)

Related Items (3)

Approximation of a free Poisson process by systems of freely independent particles ⋮ The maximum domain of attraction of multivariate extreme value distributions is small ⋮ Free subexponentiality

Cites Work

• Free extreme values
• A matrix interpolation between classical and free max operations. I: The univariate case
• Extremes and related properties of random sequences and processes
• Addition of certain non-commuting random variables
• Majorization, doubly stochastic matrices, and comparison of eigenvalues
• Stable laws and domains of attraction in free probability theory
• The Lévy-Itô decomposition in free probability
• Sur la distribution limite du terme maximum d'une série aléatoire
• Free Random Variables
• Lectures on the Combinatorics of Free Probability
• The Selfadjoint Operators of a Von Neumann Algebra Form a Conditionally Complete Lattice
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