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Rates of convergence for laws of the spectral maximum of free random variables

Authors :
Ueda, Yuki
Publication Year :
2021

Abstract

Let $\{X_n\}_n$ be a sequence of freely independent, identically distributed non-commutative random variables. Consider a sequence $\{W_n\}_n$ of the renormalized spectral maximum of random variables $X_1,\cdots, X_n$. It is known that the renormalized spectral maximum $W_n$ converges to the free extreme value distribution under certain conditions on the distribution function. In this paper, we provide a rate of convergence in the Kolmogorov distance between a distribution function of $W_n$ and the free extreme value distribution.<br />Comment: 15 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2105.08258
Document Type :
Working Paper