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.
| Autorius: | Michael Falk |
| Serija: | Springer Series in Operations Research and Financial Engineering |
| Leidėjas: | Springer Nature Switzerland |
| Išleidimo metai: | 2019 |
| Knygos puslapių skaičius: | 252 |
| ISBN-10: | 3030038181 |
| ISBN-13: | 9783030038182 |
| Formatas: | Knyga kietu viršeliu |
| Kalba: | Anglų |
| Žanras: | Stochastics |
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