Multivariate Extreme Value Theory and D-Norms

£109.50

Multivariate Extreme Value Theory and D-Norms

Probability and statistics Stochastics

Author: Michael Falk

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Collection: Springer Series in Operations Research and Financial Engineering

Language: English

Published by: Springer

Published on: 7th February 2019

Format: LCP-protected ePub

Size: 17 Mb

ISBN: 9783030038199


Introduction

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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