Multivariate Extreme Value Theory and D-Norms

This monograph compiles the contemporary knowledge aboutD-norms and provides an introductory tour through the essentials of multivariate extreme value theory. Following a clear introduction ofD-norms, this book introduces links with the theory through multivariate generalized Pareto distributions and max stable distributions. Further views onD-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.