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
• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9783030038182
• Sprache: Englisch
• Erscheinungsdatum: 19.02.2019
• Größe: 23.5 x 15.5 cm
• Verlag: Springer International Publishing