Multivariate Extreme Value Theory a - E-book

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Multivariate Extreme Value Theory And D-norms - ENG

Michael Falk

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Sinopsis

ISBN:	9783030038199
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	2019-02-07

This monograph compiles the contemporary knowledge aboutÂ D-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction ofÂ D-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views onÂ 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 Fubinis theorem.Â

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