Free Extreme Values
نویسندگان
چکیده
Free probability analogues of the basics of extreme value theory are obtained, based on Ando’s spectral order. This includes classification of freely max-stable laws and their domains of attraction, using “free extremal convolutions” on the distributions. These laws coincide with the limit laws in the classical peaks-over-threshold approach. A free extremal projection-valued process over a measure-space is constructed, which is related to the free Poisson point process.
منابع مشابه
Free point processes and free extreme values
We continue here the study of free extreme values begun in [3]. We study the convergence of the free point processes associated with free extreme values to a free Poisson random measure ([15], [2]). We relate this convergence to the free extremal laws introduced in [3] and give the limit laws for free order statistics.
متن کاملDistribution Free Confidence Intervals for Quantiles Based on Extreme Order Statistics in a Multi-Sampling Plan
Extended Abstract. Let Xi1 ,..., Xini ,i=1,2,3,....,k be independent random samples from distribution $F^{alpha_i}$، i=1,...,k, where F is an absolutely continuous distribution function and $alpha_i>0$ Also, suppose that these samples are independent. Let Mi,ni and M'i,ni respectively, denote the maximum and minimum of the ith sa...
متن کاملChemical Trees with Extreme Values of Zagreb Indices and Coindices
We give sharp upper bounds on the Zagreb indices and lower bounds on the Zagreb coindices of chemical trees and characterize the case of equality for each of these topological invariants.
متن کاملModeling Discharge Coefficient of Side Weir on Converging Channel Using Extreme Learning Machine
In this study, the discharge coefficient of side weirs located on converging channels was simulated for the first time using a new method of Extreme Learning Machine (ELM). To examine the accuracy of the numerical model, the Monte Carlo simulations were used and the experimental values validation was conducted by the k-fold cross validation method. Then, the input parameters were detected for s...
متن کاملCalibration Weighting to Compensate for Extreme Values, Non-response and Non-coverage in Labor Force Survey
Frame imperfection, non-response and unequal selection probabilities always affect survey results. In order to compensate for the effects of these problems, Devill and Särndal (1992) introduced a family of estimators called calibration estimators. In these estimators we look for weights that have minimum distance with design weights based on a distance function and satisfy calibration equa...
متن کامل