Springer Series in Operations Research and Financial Engineering

Multivariate Extreme Value Theory and D-Norms

Authors: Falk, Michael

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  • 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
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eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-030-03819-9
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Hardcover $109.99
price for USA in USD
  • ISBN 978-3-030-03818-2
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  • Usually dispatched within 3 to 5 business days.
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. 

Table of contents (5 chapters)

Table of contents (5 chapters)

Buy this book

eBook $84.99
price for USA in USD (gross)
  • ISBN 978-3-030-03819-9
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.99
price for USA in USD
  • ISBN 978-3-030-03818-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Multivariate Extreme Value Theory and D-Norms
Authors
Series Title
Springer Series in Operations Research and Financial Engineering
Copyright
2019
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-03819-9
DOI
10.1007/978-3-030-03819-9
Hardcover ISBN
978-3-030-03818-2
Series ISSN
1431-8598
Edition Number
1
Number of Pages
X, 241
Number of Illustrations
5 b/w illustrations
Topics