Multivariate Extreme Value Theory and D-Norms by Michael Falk

Multivariate Extreme Value Theory and D-Norms

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  • Genre Mathematics
  • Publisher Springer
  • Released
  • Size 8.74 MB
  • Length 250 Pages

Description

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. 

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