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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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Lenguaje: | eng |
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Springer
2019
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Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-03819-9 http://cds.cern.ch/record/2657851 |
_version_ | 1780961206952001536 |
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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. . |
id | cern-2657851 |
institution | Organización Europea para la Investigación Nuclear |
language | eng |
publishDate | 2019 |
publisher | Springer |
record_format | invenio |
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 |