Multivariate Extreme Value Theory and D-Norms (1st ed. 2019)

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.