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Multivariate Extreme Value Theory and D-Norms

Multivariate Extreme Value Theory and D-Norms

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783030038182
Condition
New
Product Description

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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