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

Khorrami Chokami A.
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
Baire category; Banach– Mazur game; maximum domain of attraction; weak convergence of probability measures
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11584/416845
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