Multivariate Extreme Value Theory and D-Norms EPUB
by Michael Falk
Part of the Springer Series in Operations Research and Financial Engineering series
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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.
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- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:07/02/2019
- Category:
- ISBN:9783030038199
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- Hardback from £76.27
Information
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Download Now
- Format:EPUB
- Publisher:Springer International Publishing
- Publication Date:07/02/2019
- Category:
- ISBN:9783030038199
