Multivariate Extreme Value Theory and D-Norms için kapak resmi
Multivariate Extreme Value Theory and D-Norms
Başlık:
Multivariate Extreme Value Theory and D-Norms
Yazar:
Falk, Michael. author.
ISBN:
9783030038199
Edisyon:
1st ed. 2019.
Fiziksel Niteleme:
X, 241 p. 5 illus. online resource.
Seri:
Springer Series in Operations Research and Financial Engineering,
İçindekiler:
1. D-Norms -- 2. D-Norms & Multivariate Extremes -- 3. Copulas & Multivariate Extremes -- 4. An Introduction to Functional Extreme Value Theory -- 5. Further Applications of D-Norms to Probability & Statistics.
Özet:
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. .