A note on convergence of densities to free extreme value distributions

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.

Authors

Yamato Kindaichi
Yuki Ueda

Institutions

Hokkaido University of Education (JP)

Publication Details

Journal: Theory of Probability and Mathematical Statistics
Published: 2025-05-09
DOI: https://doi.org/10.1090/tpms/1235
Primary Topic: Financial Risk and Volatility Modeling
Type: article
Field-Weighted Citation Impact: 0.00

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article

A note on convergence of densities to free extreme value distributions

Yamato Kindaichi, Yuki Ueda

May 9, 2025

Theory of Probability and Mathematical Statistics

Financial Risk and Volatility Modeling

article

A note on convergence of densities to free extreme value distributions

Yamato Kindaichi, Yuki Ueda

May 9, 2025article en

Abstract

Theory of Probability and Mathematical StatisticsVol. 112(0)

Hokkaido University of Education (JP)

Openalex Percentile: Top 87%

Financial Risk and Volatility Modeling

DOI Source OpenAlex

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A note on convergence of densities to free extreme value distributions — Yamato Kindaichi, Yuki Ueda · Theory of Probability and Mathematical Statistics (2025) | TGRS Research Map | TGRS