Free point processes and free extreme values
成果类型：
Article
署名作者：
Ben Arous, G.; Kargin, V.
署名单位：
Stanford University
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-009-0204-z
发表日期：
2010
页码：
161-183
关键词：
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.
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