Multivariate Extreme Value Theory and D-Norms

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.

Provides an easy access to multivariate extreme value theory Compiles the contemporary knowledge about D-norms Provides a relaxed tour through the essentials of multivariate extreme value theory Develops the notion of D-Norm as a convenient tool to represent the multivariate extreme value laws of max-stable processes

Inhalt

1. D-Norms.- 2. D-Norms & Multivariate Extremes.- 3. Copulas & Multivariate Extremes.- 4. An Introduction to Functional Extreme Value Theory.- 5. Further Applications of D-Norms to Probability & Statistics.