Multivariate Extreme Value Theory and D-Norms
Author | : Michael Falk |
Publisher | : Springer |
Total Pages | : 250 |
Release | : 2019-02-07 |
ISBN-10 | : 9783030038199 |
ISBN-13 | : 303003819X |
Rating | : 4/5 (19X Downloads) |
Download or read book Multivariate Extreme Value Theory and D-Norms written by Michael Falk and published by Springer. This book was released on 2019-02-07 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.