Free extreme values

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dc.creatorArous, Gerard Ben
dc.creatorVoiculescu, Dan Virgil
dc.date2005-01-18
dc.date2006-11-21
dc.date.accessioned2026-07-07T06:39:18Z
dc.date.available2026-07-07T06:39:18Z
dc.descriptionFree probability analogs of the basics of extreme-value theory are obtained, based on Ando's spectral order. This includes classification of freely max-stable laws and their domains of attraction, using ``free extremal convolutions'' on the distributions. These laws coincide with the limit laws in the classical peaks-over-threshold approach. A free extremal projection-valued process over a measure-space is constructed, which is related to the free Poisson point process.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117906000000016 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0501274
dc.identifierhttp://arxiv.org/abs/math/0501274
dc.identifierAnnals of Probability 2006, Vol. 34, No. 5, 2037-2059
dc.identifierdoi:10.1214/009117906000000016
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/101026
dc.subjectOperator Algebras
dc.subjectProbability
dc.subject46L54, 60G70, 46L53 (Primary)
dc.titleFree extreme values
dc.typetext

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