Multivariate Extreme Value Theory and D-Norms

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Sprache: Englisch

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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.

Zusammenfassung

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

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2019
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	x 241 S. 5 s/w Illustr. 241 p. 5 illus.
ISBN-13:	9783030038182
ISBN-10:	3030038181
Sprache:	Englisch
Herstellernummer:	978-3-030-03818-2
Einband:	Gebunden
Autor:	Falk, Michael
Auflage:	1st edition 2019
Hersteller:	Springer International Publishing
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	241 x 160 x 20 mm
Von/Mit:	Michael Falk
Erscheinungsdatum:	19.02.2019
Gewicht:	0,547 kg