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.
- ISBN13 9783030038182
- Publish Date 19 February 2019
- Publish Status Active
- Publish Country CH
- Imprint Springer Nature Switzerland AG
- Edition 1st ed. 2019
- Format Hardcover
- Pages 241
- Language English