Free point processes and free extreme values

G. Ben Arous, V. Kargin

Research output: Contribution to journalArticle

Abstract

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.

Original languageEnglish (US)
Pages (from-to)161-183
Number of pages23
JournalProbability Theory and Related Fields
Volume147
Issue number1
DOIs
StatePublished - Feb 1 2010

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ASJC Scopus subject areas

  • Analysis
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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