Limit theorems for classical, freely and Boolean max-infinitely divisible distributions (Q2116470)
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English | Limit theorems for classical, freely and Boolean max-infinitely divisible distributions |
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Limit theorems for classical, freely and Boolean max-infinitely divisible distributions (English)
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17 March 2022
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The present paper provides a systematic study of certain operations \((F,G) \mapsto H\) defined on probability distribution functions, motivated by the computation of the distribution \(H\) of the (spectral) \emph{maximum} of two free/Boolean independent noncommutative random variables of distributions \(F\) and~\(G\). These operations have natural connection to the classical study of extreme values. The author uses them to develop and investigate the concept of free/Boolean max-infinitely divisible distributions, max-stable laws and domains of attraction, following the articles [\textit{G.~Ben Arous} and \textit{D.~V. Voiculescu}, Ann. Probab. 34, No.~5, 2037--2059 (2006; Zbl 1117.46044); \textit{J.~Garza Vargas} and \textit{D.~V. Voiculescu}, Indiana Univ. Math. J. 70, No.~2, 595--603 (2021; Zbl 1478.46059)]. Then a version of the Bercovici-Pata bijection between max-infinitely divisible Boolean/classical distributions is presented, and certain aspects of the relevant central limit theorems are discussed.
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max-infinite divisibility
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Boolean/free independence
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Bercovici-Pata bijection
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