Authors:
- Provides an easy access to multivariate extreme value theory
- Compiles the contemporary knowledge about D-norms
- Provides a relaxed tour through the essentials of multivariate extreme value theory
- Develops the notion of D-Norm as a convenient tool to represent the multivariate extreme value laws of max-stable processes
Part of the book series: Springer Series in Operations Research and Financial Engineering (ORFE)
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Table of contents (5 chapters)
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Front Matter
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Back Matter
About this book
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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Authors and Affiliations
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Fakultät für Mathematik und Informatik, Universität Würzburg, Würzburg, Germany
Michael Falk
Bibliographic Information
Book Title: Multivariate Extreme Value Theory and D-Norms
Authors: Michael Falk
Series Title: Springer Series in Operations Research and Financial Engineering
DOI: https://doi.org/10.1007/978-3-030-03819-9
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Switzerland AG 2019
Hardcover ISBN: 978-3-030-03818-2Published: 19 February 2019
eBook ISBN: 978-3-030-03819-9Published: 07 February 2019
Series ISSN: 1431-8598
Series E-ISSN: 2197-1773
Edition Number: 1
Number of Pages: X, 241
Number of Illustrations: 5 b/w illustrations