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Multivariate Extreme Value Theory and D-Norms
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Springer Series in Operations Research and Financial Engineering
Multivariate Extreme Value Theory and D-Norms
Michael Falk
Mathematics / Probability & Statistics / General
This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction of D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views on D-norms from a functional analysis perspective and from stochastic geometry underline the aim of this book to reveal mathematical structures. This book is intended for mathematicians with a basic knowledge of analysis and probability theory, including Fubini's theorem.
| Publication Date: | 19 February 2019 |
| Publisher: | Springer International Publishing |
| Imprint: | Springer |
| ISBN-13: | 9783030038182 |
| Format: | Hardback |
| Page Count: | 241 |