Limit theorems for classical, freely and Boolean max-infinitely divisible distributions

DOI10.1007/S10959-020-01060-7MaRDI QIDQ2116470zbMATH OpenOpenAlexFDO

Authors Yuki Ueda

Publication date 17 March 2022

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1907.11996

zbMATH Keywords

max-infinite divisibilityBercovici-Pata bijectionBoolean/free independence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Free probability and free operator algebras (46L54)

Abstract: We investigate a Belinschi-Nica type semigroup for free and Boolean max-convolutions. We prove that this semigroup at time one connects limit theorems for freely and Boolean max-infinitely divisible distributions. Moreover, we also construct a max-analogue of Boolean-classical Bercovici-Pata bijection, establishing the equivalence of limit theorems for Boolean and classical max-infinitely divisible distributions.

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Cites work

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Cited in

(5)

• A matrix interpolation between classical and free max operations. I: The univariate case
• LIMIT THEOREMS IN Λ-BOOLEAN PROBABILITY
• Bi-free extreme values
• Homomorphisms relative to additive convolutions and max-convolutions: free, Boolean and classical cases
• Limit theorems for monotonic convolution and the Chernoff product formula

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