Work

A note on convergence of densities to free extreme value distributions

Year: 2025

Type: article

Abstract: In 2006, Ben Arous and Voiculescu discovered free extreme value distributions which are universal limit laws for the spectral maximum of free noncommutative real random variables. In this paper, we analyze the convergence of densities towards free extreme value distributions in the von Mises condition.

Source: Theory of Probability and Mathematical Statistics

DOI: 10.1090/tpms/1235

Authors: Yamato Kindaichi, Yuki Ueda

Institution: Hokkaido University of Education

Language: English

Topic: Random Matrices and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Hokkaido University, Japan Society for the Promotion of Science

Award: 自由確率論における極限定理の研究とそのランダム行列への応用