Monotone max-convolution and subordination functions for free max-convolution

We show that the distribution of the spectral maximum of monotonically independent self-adjoint operators coincides with the classical max-convolution of their distributions. In free probability, it was proven that for any probability measures $\sigma ,\mu$ on $\mathbb{R}$ there is a unique probability measure ${\mathbb{A}}_{\sigma }(\mu )$ satisfying $\sigma ⊞\mu =\sigma ▹{\mathbb{A}}_{\sigma }(\mu )$, where $⊞$ and $▹$ are free and monotone additive convolutions, respectively. We recall that the reciprocal Cauchy transform of ${\mathbb{A}}_{\sigma }(\mu )$ is the subordination function for free additive convolution. Motivated by this analogy, we introduce subordination functions for free max-convolution and prove their existence and structural properties.