The maximum domain of attraction of multivariate extreme value distributions is small
Academic Article
Publication Date:
2022
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.
Iris type:
Articolo su Rivista
Keywords:
weak convergence of probability measures; maximum domain of attraction; Banach–Mazur game; Baire category.
List of contributors:
Leonetti, Paolo; Khorrami, Amir
Published in: