Multivariate Extreme Value Theory and D-Norms (1st ed. 2019) (Springer Series in Operations Research and Financial Engineering)
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- Synopsis
- 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.
- Copyright:
- 2019
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783030038199
- Related ISBNs:
- 9783030038182
- Publisher:
- Springer International Publishing
- Date of Addition:
- 02/11/19
- Copyrighted By:
- Springer Nature Switzerland AG
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.