Additional information
Full Title | Multivariate Extreme Value Theory and D-Norms |
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Author(s) | Michael Falk |
Edition | |
ISBN | 9783030038199, 9783030038182 |
Publisher | Springer |
Format | PDF and EPUB |
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Full Title | Multivariate Extreme Value Theory and D-Norms |
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Author(s) | Michael Falk |
Edition | |
ISBN | 9783030038199, 9783030038182 |
Publisher | Springer |
Format | PDF and EPUB |
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.