عنوان
پدید آورنده
موضوع
رده
QA278
QA278
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
303003819X
(Number (ISBN
3030038203
(Number (ISBN
9783030038199
(Number (ISBN
9783030038205
Erroneous ISBN
3030038181
Erroneous ISBN
9783030038182
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Multivariate extreme value theory and d-norms /
General Material Designation
[Book]
First Statement of Responsibility
Michael Falk.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham, Switzerland :
Name of Publisher, Distributor, etc.
Springer,
Date of Publication, Distribution, etc.
2019.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource (x, 241 pages) :
Other Physical Details
illustrations
SERIES
Series Title
Springer series in operations research and financial engineering,
ISSN of Series
1431-8598
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Intro; Preface; Contents; 1 D-Norms; 1.1 Norms and D-Norms; 1.2 Examples of D-Norms; 1.3 Takahashi's Characterizations; 1.4 Convexity of the Set of D-Norms; 1.5 When Is an Arbitrary Norm a D-Norm?; 1.6 The Dual D-Norm Function; 1.7 Normed Generators Theorem; 1.8 Metrization of the Space of D-Norms; 1.9 Multiplication of D-Norms; 1.10 The Functional D-Norm; 1.11 D-Norms from a Functional Analysis Perspective; Introducing the Relevant Space of Seminorms; 1.12 D-Norms from a Stochastic Geometry Perspective; 2 D-Norms & Multivariate Extremes; 2.1 Univariate Extreme Value Theory
Text of Note
2.2 Multivariate Generalized Pareto DistributionsGeneral Multivariate GPDS; 2.3 Multivariate Max-Stable Distributions; 2.4 How to Generate Max-Stable RVS; 2.5 Covariances, Range, etc. of Standard Max-Stable rvs; 2.6 Max-Stable Random Vectors as Generators of D-Norms; 3 Copulas & Multivariate Extremes; 3.1 Characterizing Multivariate Domain of Attraction; 3.2 Multivariate Piecing-Together; 3.3 Copulas Not in the Domain of Attraction; 4 An Introduction to Functional Extreme Value Theory; 4.1 Generalized Pareto Processes; Defining a Simple Generalized Pareto Process; 4.2 Max-Stable Processes
Text of Note
4.3 Generalized Max-Linear Models5 Further Applications of D-Norms to Probability & Statistics; 5.1 Max-Characteristic Function; 5.2 Multivariate Order Statistics: The Intermediate Case; 5.3 Multivariate Records and Champions; Simple Records; References; Index
0
8
8
SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer Nature
Stock Number
com.springer.onix.9783030038199
OTHER EDITION IN ANOTHER MEDIUM
Title
Multivariate extreme value theory and d-norms.
International Standard Book Number
9783030038182
TOPICAL NAME USED AS SUBJECT
Multivariate analysis.
Multivariate analysis.
(SUBJECT CATEGORY (Provisional
MAT029000
PBT
PBT
PBWL
DEWEY DECIMAL CLASSIFICATION
Number
519
.
5/35
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA278
PERSONAL NAME - PRIMARY RESPONSIBILITY
Falk, Michael,1954-
ORIGINATING SOURCE
Date of Transaction
20200823075831.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
