Multivariate Extreme Value Theory and D-Norms
Description
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.
Reviews / Votes
"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." (Wieslaw Dziubdziela, zbMATH 1428.60002, 2020)More details
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