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Multivariate Extreme Value Theory and D-Norms

Multivariate Extreme Value Theory and D-Norms - Springer Series in Operations Research and Financial Engineering

Hardback (19 Feb 2019)

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Publisher's Synopsis

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. 

Book information

ISBN: 9783030038182
Publisher: Springer International Publishing
Imprint: Springer
Pub date:
Language: English
Number of pages: 241
Weight: 531g
Height: 235mm
Width: 155mm
Spine width: 16mm