Free point processes and free extreme values

被引：6

作者：

Ben Arous, G. ^{[1
]}

Kargin, V. ^{[2
]}

机构：

[1] Courant Inst Math Sci, New York, NY 10012 USA

[2] Stanford Univ, Dept Math, Palo Alto, CA 94305 USA

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2010年 / 147卷 / 1-2期

关键词：

46L54; 62G32;

D O I：

10.1007/s00440-009-0204-z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We continue here the study of free extreme values begun in Ben Arous and Voiculescu (Ann Probab 34:2037-2059, 2006). We study the convergence of the free point processes associated with free extreme values to a free Poisson random measure (Voiculescu in Lecture notes in mathematics. Springer, Heidelberg, pp. 279-349, 1998; Barndorff-Nielsen and Thorbjornsen in Probab Theory Relat Fields 131:197-228, 2005). We relate this convergence to the free extremal laws introduced in Ben Arous and Voiculescu (Ann Probab 34:2037-2059, 2006) and give the limit laws for free order statistics.

引用

页码：161 / 183

页数：23

共 17 条

[1] MAJORIZATION, DOUBLY STOCHASTIC MATRICES, AND COMPARISON OF EIGENVALUES [J].