Multivariate Extreme Value Theory and D-Norms

by Michael Falk

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Description

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 st