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商品詳細
Multivariate Extreme Value Theory and D-Norms. 1st ed. 2019.
・ISBN 978-3-030-03818-2 hard EUR 119.99
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| 著者・編者 | Falk, Michael, |
|---|---|
| シリーズ | Springer Series in Operations Research and Financial Engineering |
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2019 |
| ページ数 | 241 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-2797＞ |
解説
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.