TY - JOUR
T1 - Free point processes and free extreme values
AU - Arous, G. Ben
AU - Kargin, V.
N1 - Funding Information:
Research supported in part by NSF Grants DMS 0808180, and OISE 0730136.
PY - 2010/2
Y1 - 2010/2
N2 - 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.
AB - 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.
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U2 - 10.1007/s00440-009-0204-z
DO - 10.1007/s00440-009-0204-z
M3 - Article
AN - SCOPUS:76949093540
SN - 0178-8051
VL - 147
SP - 161
EP - 183
JO - Probability Theory and Related Fields
JF - Probability Theory and Related Fields
IS - 1
ER -