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Multivariate Extreme Value Theory and D-Norms

Multivariate Extreme Value Theory and D-Norms

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Springer Series in Operations Research and Financial Engineering

Multivariate Extreme Value Theory and D-Norms

Michael Falk

Mathematics / Probability & Statistics / General

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. 


Publication Date: 19 February 2019
Publisher: Springer International Publishing
Imprint: Springer
ISBN-13: 9783030038182
Format: Hardback
Page Count: 241

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