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.
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty