Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution
Probability
2022-09-05 v1 Functional Analysis
Operator Algebras
Abstract
We investigate relations between additive convolution semigroup and max-convolution semigroup through the law of large numbers for the free multiplicative convolution. Based on the relation, we give a formula related with Belinschi-Nica semigroup and max-Belinschi-Nica semigroup. Finally, we give several limit theorems for classical, free and Boolean extreme values.
Cite
@article{arxiv.2003.05382,
title = {Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution},
author = {Yuki Ueda},
journal= {arXiv preprint arXiv:2003.05382},
year = {2022}
}
Comments
26 pages