Multivariate Extreme Value Theory and D-Norms

Name: Multivariate Extreme Value Theory and D-Norms
Brand: Springer Nature
SKU: 9783030038182
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Springer Nature

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9783030038182

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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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