Open Access
February 2021 Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution
Yuki Ueda
Bernoulli 27(1): 502-531 (February 2021). DOI: 10.3150/20-BEJ1247

Abstract

We investigate relations between additive convolution semigroups and max-convolution semigroups through the law of large numbers for the free multiplicative convolution. Based on these relations, we give a formula related with the Belinschi–Nica semigroup and the max-Belinschi–Nica semigroup. Finally, we give several limit theorems for classical, free and Boolean extreme values.

Citation

Download Citation

Yuki Ueda. "Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution." Bernoulli 27 (1) 502 - 531, February 2021. https://doi.org/10.3150/20-BEJ1247

Information

Received: 1 March 2020; Revised: 1 June 2020; Published: February 2021
First available in Project Euclid: 20 November 2020

zbMATH: 07282859
MathSciNet: MR4177378
Digital Object Identifier: 10.3150/20-BEJ1247

Keywords: Belinschi–Nica semigroup , Bercovici–Pata bijection , Extreme values , free multiplicative convolution , max-convolution

Rights: Copyright © 2021 Bernoulli Society for Mathematical Statistics and Probability

Vol.27 • No. 1 • February 2021
Back to Top