Multivariate Extreme Value Theory and D-Norms E-Book

Michael Falk

• Herausgeber: Springer International Publishing
• Kategorie: Wissenschaft und neue Technologien
• Serie: Springer Series in Operations Research and Financial Engineering
• Sprache: Englisch

Veröffentlichungsjahr: 2019

Beschreibung

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.