Multivariate Extreme Value Theory and D-Norms
Autor: | Michael Falk |
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EAN: | 9783030038199 |
eBook Format: | |
Sprache: | Englisch |
Produktart: | eBook |
Veröffentlichungsdatum: | 07.02.2019 |
Kategorie: | |
Schlagworte: | Multivariate Extreme Value Theory;Functional extreme value theory;Copula;Multivariate Generalized Pareto Distribution;D-Norms |
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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.