Multivariate Extreme Value Theory and D-Norms Hardback
by Michael Falk
Part of the Springer Series in Operations Research and Financial Engineering series
Hardback
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Description
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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Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Hardback
- Pages:241 pages, 5 Illustrations, black and white; X, 241 p. 5 illus.
- Publisher:Springer Nature Switzerland AG
- Publication Date:19/02/2019
- Category:
- ISBN:9783030038182
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Information
-
Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Hardback
- Pages:241 pages, 5 Illustrations, black and white; X, 241 p. 5 illus.
- Publisher:Springer Nature Switzerland AG
- Publication Date:19/02/2019
- Category:
- ISBN:9783030038182
