论文标题
多元极端价值分布的吸引力最大领域很小
The maximum domain of attraction of multivariate extreme value distributions is small
论文作者
论文摘要
考虑$ \ mathbf {r}^k $上的一组Borel概率度量，并以弱收敛的拓扑结构。我们表明，属于某些多元极端价值分布的吸引域的所有概率度量的子集是密集的，并且是第一个Baire类别的。此外，模拟结果在自由概率理论的背景下成立。
Consider the set of Borel probability measures on $\mathbf{R}^k$ 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.
