Related papers: A note on convergence of densities to free extreme…
We investigate the rate of convergence toward the Boolean extreme value distribution, which is the universal limiting law for the normalized spectral maximum of Boolean independent and identically distributed positive operators, under the…
We continue here the study of free extreme values begun in Ben Arous and Voiculescu (2006). We study the convergence of the free point processes associated with free extreme values to a free Poisson random measure (Voiculescu (1998),…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
Let $\{X_n\}_n$ be a sequence of freely independent, identically distributed non-commutative random variables. Consider a sequence $\{W_n\}_n$ of the renormalized spectral maximum of random variables $X_1,\cdots, X_n$. It is known that the…
We establish a connection between the level density of a gas of non-interacting bosons and the theory of extreme value statistics. Depending on the exponent that characterizes the growth of the underlying single-particle spectrum, we show…
The superconvergence phenomenon is shown for products of free, identically distributed random variables. We also show that a certain Holder regularity, first demonstrated by Biane for the density of a free additive convolution with a…
Free 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…
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…
Extreme value statistics (EVS) concerns the study of the statistics of the maximum or the minimum of a set of random variables. This is an important problem for any time-series and has applications in climate, finance, sports, all the way…
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
Regular and rapid variation have been extensively studied in the literature and applied across various fields, particularly in extreme value theory. In this paper, we examine regular and rapid variation through the lens of generalized…
Uniform convergence rates are provided for asymptotic representations of sample extremes. These bounds which are universal in the sense that they do not depend on the extreme value index are meant to be extended to arbitrary samples…
In a seminal 2005 paper, Haagerup and Thorbj{\o}rnsen discovered that the norm of any noncommutative polynomial of independent complex Gaussian random matrices converges to that of a limiting family of operators that arises from…
Multivariate extreme value theory assumes a multivariate domain of attraction condition for the distribution of a random vector. This necessitates that each component satisfies a marginal domain of attraction condition. An approximation of…
In this paper we determine the distributional behavior of sums of free (in the sense of Voiculescu) identically distributed, infinitesimal random variables. The theory is shown to parallel the classical theory of independent random…
We study the limiting degree distribution of the vertex splitting model introduced in \cite{DDJS:2009}. This is a model of randomly growing ordered trees, where in each time step the tree is separated into two components by splitting a…
We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…
We provide a quantitative analysis of the phenomenon of crowding of near-extreme events by computing exactly the density of states (DOS) near the maximum of a set of independent and identically distributed random variables. We show that the…
The occurrence of atypical circular observations on the torus can badly affect parameter estimation of the multivariate von Mises distribution. This paper addresses the problem of robust fitting of the multivariate von Mises model using the…