Multivariate Extreme Value Theory and D-Norms

• Main Author: Falk, Michael (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Series: Springer Series in Operations Research and Financial Engineering,
• Subjects: Probabilities.; Probability Theory and Stochastic Processes.
• Physical Description: X, 241 p. 5 illus. online resource.
• ISBN: 9783030038199
• ISSN: 1431-8598
• DOI: 10.1007/978-3-030-03819-9

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. .