Multivariate Extreme Value Theory and D-Norms By Michael Falk

Category

Stochastics

Store

Wordery

Brand

Springer international publish

Multivariate Extreme Value Theory and D-Norms : Springer : 9783030038182 : 3030038181 : 19 Feb 2019 : 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. 

109.99 GBP