A note on convergence of densities to free extreme value distributions
Probability
2024-08-19 v2
Abstract
The concept of free extreme value distributions as universal limit laws for the spectral maximum of free noncommutative real random variables was discovered by Ben Arous and Voiculescu in 2006. This paper contributes to study the convergence of densities towards free extreme value distributions under the von Mises condition for sample distributions.
Keywords
Cite
@article{arxiv.2405.09156,
title = {A note on convergence of densities to free extreme value distributions},
author = {Yamato Kindaichi and Yuki Ueda},
journal= {arXiv preprint arXiv:2405.09156},
year = {2024}
}
Comments
15 pages. We modified Theorem 1.1, Example 3,6 and Remark 3.7