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Consider the set of Borel probability measures on R^k and endow it with the topology of weak convergence. We show that the subset of all probability measures which belong to the domain of attraction of some multivariate extreme value distributions is dense and of the first Baire category. In addition, the analogue result holds in the context of free probability theory

The maximum domain of attraction of multivariate extreme value distributions is small

Chokami, Amir Khorrami
Last
2022-01-01

Abstract

Consider the set of Borel probability measures on R^k and endow it with the topology of weak convergence. We show that the subset of all probability measures which belong to the domain of attraction of some multivariate extreme value distributions is dense and of the first Baire category. In addition, the analogue result holds in the context of free probability theory
2022
27
none
1
8
https://projecteuclid.org/journals/electronic-communications-in-probability/volume-27/issue-none/The-maximum-domain-of-attraction-of-multivariate-extreme-value-distributions/10.1214/22-ECP501.full
https://arxiv.org/abs/2203.15761
Weak convergence of probability measures; maximum domain of attraction; Banach–Mazur game; Baire category.
Leonetti, Paolo; Chokami, Amir Khorrami
03A-Articolo su Rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1890377
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