Consider the set of Borel probability measures on Rk 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

Paolo Leonetti
Primo
;
2022-01-01

Abstract

Consider the set of Borel probability measures on Rk 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
2022
weak convergence of probability measures; maximum domain of attraction; Banach–Mazur game; Baire category.
Leonetti, Paolo; Khorrami, Amir
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11383/2145972
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