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Multivariate Extreme Value Theory and D-Norms

by Michael Falk
Save 35% Save 35%
Current price ₹8,814.00
Original price ₹13,559.00
Original price ₹13,559.00
Original price ₹13,559.00
(-35%)
₹8,814.00
Current price ₹8,814.00

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Book cover type: Hardcover
  • ISBN13: 9783030038182
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 241
  • Original Price: EUR 119.99
  • Language: English
  • Edition: 2019
  • Item Weight: 531 grams
  • BISAC Subject(s): Probability & Statistics / General

From the Back Cover
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.

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