Theory of Probability and Mathematical Statistics
A note on convergence of densities to free extreme value distributions
Yamato Kindaichi and Yuki Ueda
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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.
Keywords: Free extreme value theory, convergence in density, von Mises condition
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