Simulations for Karlin random fields
| Autor: | Yizao Wang, Zuopeng Fu |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Random field Exploit Probability (math.PR) 010102 general mathematics Order (ring theory) 01 natural sciences 010104 statistics & probability FOS: Mathematics Applied mathematics 0101 mathematics Representation (mathematics) Simulation methods Mathematics - Probability Mathematics |
| Popis: | We investigate the simulation methods for a large family of stable random fields that appeared in the recent literature, known as the Karlin stable set-indexed processes. We exploit a new representation and implement the procedure introduced by Asmussen and Rosinski (2001) by first decomposing the random fields into large-jump and small-jump parts, and simulating each part separately. As special cases, simulations for several manifold-indexed processes are considered, and adjustments are introduced accordingly in order to improve the computational efficiency. 26 pages. Sections 1 and 2 revised |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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