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© 2019

Multivariate Extreme Value Theory and D-Norms

Book

Table of contents

  1. Front Matter
    Pages I-X
  2. Michael Falk
    Pages 1-97
  3. Michael Falk
    Pages 99-134
  4. Michael Falk
    Pages 135-160
  5. Back Matter
    Pages 231-241

About this book

Introduction

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. 

Keywords

Multivariate Extreme Value Theory Functional extreme value theory Copula Multivariate Generalized Pareto Distribution D-Norms

Authors and affiliations

  1. 1.Fakultät für Mathematik und InformatikUniversität WürzburgWürzburgGermany

Bibliographic information

  • Book Title Multivariate Extreme Value Theory and D-Norms
  • Authors Michael Falk
  • Series Title Springer Series in Operations Research and Financial Engineering
  • Series Abbreviated Title Operations Research,Financ.Engin. (formerly:Spr.Ser.in Operations R.)
  • DOI https://doi.org/10.1007/978-3-030-03819-9
  • Copyright Information Springer Nature Switzerland AG 2019
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
  • Hardcover ISBN 978-3-030-03818-2
  • eBook ISBN 978-3-030-03819-9
  • Series ISSN 1431-8598
  • Series E-ISSN 2197-1773
  • Edition Number 1
  • Number of Pages X, 241
  • Number of Illustrations 5 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
  • Buy this book on publisher's site
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Reviews

“This interesting monograph contains an excellent, almost complete account of the contemporary knowledge about D-norms. … The book can be used as textbook for course on METV.” (Wiesław Dziubdziela, zbMATH 1428.60002, 2020)