Multivariate Extreme Value Theory and D-Norms

Multivariate Extreme Value Theory and D-Norms
Author :
Publisher : Springer
Total Pages : 241
Release :
ISBN-10 : 9783030038199
ISBN-13 : 303003819X
Rating : 4/5 (99 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 241 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.


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