Title	Multivariate Extreme Value Theory and D-Norms [electronic resource] / by Michael Falk
Imprint	Cham : Springer International Publishing : Imprint: Springer, 2019
Edition	1st ed. 2019
Connect to	https://doi.org/10.1007/978-3-030-03819-9
Descript	X, 241 p. 5 illus. online resource

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.

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