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Multivariate Extreme Value Theory and D-Norms
Description
(Springer Series in Operations Research and Financial Engineering) 1st ed. 2019 Edition
by Michael Falk (Author)
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
Year:
2019
Pages:
250
Language:
English
Format:
PDF
Size:
3 MB
ISBN-10:
3030038181
ISBN-13:
978-3030038182
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