Exact simulation of Brown-Resnick random fields at a finite number of locations

Autor:	Dieker, A. B., Mikosch, T.
Rok vydání:	2014
Předmět:	Mathematics - Probability
Druh dokumentu:	Working Paper
Popis:	We propose an exact simulation method for Brown-Resnick random fields, building on new representations for these stationary max-stable fields. The main idea is to apply suitable changes of measure.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1406.5624 Zobrazit plný text záznamu View this record from Arxiv