Additional information

Full Title

Multivariate Extreme Value Theory and D-Norms

Author(s)

Michael Falk

Edition
ISBN

9783030038199, 9783030038182

Publisher

Springer

Format

PDF and EPUB

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.