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Multivariate extreme value theory and d-norms

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...

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Detalles Bibliográficos
Autor principal: Falk, Michael
Lenguaje:eng
Publicado: Springer 2019
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-03819-9
http://cds.cern.ch/record/2657851
Descripción
Sumario: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. .