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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
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author Falk, Michael
author_facet Falk, Michael
author_sort Falk, Michael
collection CERN
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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spelling cern-26578512021-04-21T18:36:34Zdoi:10.1007/978-3-030-03819-9http://cds.cern.ch/record/2657851engFalk, MichaelMultivariate extreme value theory and d-normsMathematical Physics and MathematicsThis 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. .Springeroai:cds.cern.ch:26578512019
spellingShingle Mathematical Physics and Mathematics
Falk, Michael
Multivariate extreme value theory and d-norms
title Multivariate extreme value theory and d-norms
title_full Multivariate extreme value theory and d-norms
title_fullStr Multivariate extreme value theory and d-norms
title_full_unstemmed Multivariate extreme value theory and d-norms
title_short Multivariate extreme value theory and d-norms
title_sort multivariate extreme value theory and d-norms
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-030-03819-9
http://cds.cern.ch/record/2657851
work_keys_str_mv AT falkmichael multivariateextremevaluetheoryanddnorms