Multivariate Extreme Value Theory and D-Norms

Multivariate Extreme Value Theory and D-Norms
Author :
Publisher : Springer
Total Pages : 250
Release :
ISBN-10 : 9783030038199
ISBN-13 : 303003819X
Rating : 4/5 (19X Downloads)

Book Synopsis Multivariate Extreme Value Theory and D-Norms by : Michael Falk

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.


Multivariate Extreme Value Theory and D-Norms Related Books

Multivariate Extreme Value Theory and D-Norms
Language: en
Pages: 250
Authors: Michael Falk
Categories: Mathematics
Type: BOOK - Published: 2019-02-07 - Publisher: Springer

GET EBOOK

This monograph compiles the contemporary knowledge about D-norms and provides an introductory tour through the essentials of multivariate extreme value theory.
Extreme Value Theory for Time Series
Language: en
Pages: 768
Authors: Thomas Mikosch
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

GET EBOOK

A Lifetime of Excursions Through Random Walks and Lévy Processes
Language: en
Pages: 354
Authors: Loïc Chaumont
Categories: Mathematics
Type: BOOK - Published: 2022-01-01 - Publisher: Springer Nature

GET EBOOK

This collection honours Ron Doney’s work and includes invited articles by his collaborators and friends. After an introduction reviewing Ron Doney’s mathema
Progress in Artificial Intelligence and Pattern Recognition
Language: en
Pages: 454
Authors: Yanio Hernández Heredia
Categories: Computers
Type: BOOK - Published: 2021-11-03 - Publisher: Springer Nature

GET EBOOK

This book constitutes the refereed proceedings of the 7th International Workshop on Artificial Intelligence and Pattern Recognition, IWAIPR 2021, held in Havana
Extreme Value Theory with Applications to Natural Hazards
Language: en
Pages: 491
Authors: Nicolas Bousquet
Categories: Mathematics
Type: BOOK - Published: 2021-10-09 - Publisher: Springer Nature

GET EBOOK

This richly illustrated book describes statistical extreme value theory for the quantification of natural hazards, such as strong winds, floods and rainfall, an