, Volume 11, Issue 1, pp 55–80 | Cite as

It was 30 years ago today when Laurens de Haan went the multivariate way



Since the publication of his masterpiece on regular variation and its application to the weak convergence of (univariate) sample extremes in 1970, Laurens de Haan (Thesis, Mathematical Centre Tract vol. 32, University of Amsterdam, 1970) is among the leading mathematicians in the world, with a particular focus on extreme value theory (EVT). On the occasion of his 70th birthday it is a great pleasure and a privilege to follow his route through multivariate EVT, which started only seven years later in 1977, when Laurens de Haan published his first paper on multivariate EVT, jointly with Sid Resnick.


Max infinitely divisibility Multivariate extreme value distributions Exponent measure Stable tail dependence function Angular measure Extreme value statistics Max-stable processes 

AMS 2000 Subject Classification

Primary—60G70 Secondary—62G32 


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Copyright information

© Springer Science+Business Media, LLC 2007

Authors and Affiliations

  1. 1.Institute of MathematicsUniversity of WürzburgWürzburgGermany

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