Multivariate Extreme Value Theory and D-Norms

von Michael Falk

241 Seiten, Hardcover

Kurzbeschreibung des Verlags

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. 

• Reihe: Springer Series in Operations Research and Financial Engineering
• ISBN: 9783030038182
• Sprache: Englisch
• Erscheinungsdatum: 19.02.2019
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer International Publishing