Multivariate extreme value theory and D-norms [Documento eletrónico] / Michael Falk
Language: eng.Country: Switzerland, Swiss Confederation, Cham.Publication: Cham : Springer International Publishing, 2019Description: X, 241 p. : il.ISBN: 978-3-030-03819-9.Series: Springer Series in Operations Research and Financial EngineeringSubject - Topical Name: Probabilities Online Resources:Click here to access online| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
| E-Books | Biblioteca NOVA FCT Online | Não Ficção | QA273.A1.SPR FCT (Browse shelf(Opens below)) | 1 | Available | 96298 |
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. .
There are no comments on this title.
