Springer Series in Operations Research and Financial Engineering

Falk, Michael

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. 

Details

Published by: Springer

Publication Date: 2019-02-19

Format: Hardcover

ISBN-13: 9783030038182

DOI: 10.1007/978-3-030-03819-9

Dimensions: 235cm x155cm

Pages: 241