Free point processes and free extreme values
Probability
2012-03-26 v1 Operator Algebras
Abstract
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), Barndorff-Nielsen and Thorbjornsen (2005)). We relate this convergence to the free extremal laws introduced in Ben Arous and Voiculescu (2006) and give the limit laws for free order statistics.
Cite
@article{arxiv.0903.2672,
title = {Free point processes and free extreme values},
author = {G. Ben Arous and V. Kargin},
journal= {arXiv preprint arXiv:0903.2672},
year = {2012}
}
Comments
23 pages, to appear in Probability Theory and Related Fields