Multivariate Extreme Value Theory and D-Norms
Buch in deiner Nähe kaufen
Beschreibung
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.
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.
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
Autor*in
Michael Falk
Themen in »Multivariate Extreme Value Theory and D-Norms«
Multivariate Extreme Value Theory Functional extreme value theory Copula Multivariate Generalized Pareto Distribution D-Norms
Stimmen zu »Multivariate Extreme Value Theory and D-Norms«
“This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. … The book can be used as textbook for course on METV.” (Wiesław Dziubdziela, zbMATH 1428.60002, 2020)
()