Free point processes and free extreme values

DOI10.1007/s00440-009-0204-zzbMath1195.46070arXiv0903.2672MaRDI QIDQ2380765

Vladislav Kargin, Gérard Ben Arous

Publication date: 12 April 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.2672

zbMATH Keywords

extreme values; free point processes; free Poisson random measure

Mathematics Subject Classification ID

62G32: Statistics of extreme values; tail inference

46L54: Free probability and free operator algebras

Related Items

Approximation of a free Poisson process by systems of freely independent particles, Free subexponentiality, The maximum domain of attraction of multivariate extreme value distributions is small

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