Free subexponentiality
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Publication:1951695
DOI10.1214/11-AOP706zbMath1276.46054arXiv1009.4786OpenAlexW3037082492MaRDI QIDQ1951695
Krishanu Maulik, Rajat Subhra Hazra
Publication date: 24 May 2013
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.4786
Extreme value theory; extremal stochastic processes (60G70) Free probability and free operator algebras (46L54)
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A phase transition for tails of the free multiplicative convolution powers ⋮ Boolean convolutions and regular variation ⋮ Regular variation and free regular infinitely divisible laws ⋮ Boolean extremes and Dagum distributions ⋮ Limit theorems for classical, freely and Boolean max-infinitely divisible distributions
Cites Work
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