Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (Q5215038): Difference between revisions

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scientific article; zbMATH DE number 7163680

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English	Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes	scientific article; zbMATH DE number 7163680

Statements

instance of

scholarly article

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title

Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes (English)

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Advances in Applied Probability

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publication date

5 February 2020

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full work available at URL

https://arxiv.org/abs/1709.06037

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zbMATH Keywords

Brown-Resnick process

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Gaussian process

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max-stable process

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simulation

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spatial extremes

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variance reduction

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variogram

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MaRDI profile type

MaRDI publication profile

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cites work

Random Fields and Geometry

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Extremes on river networks

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Extreme values of independent stochastic processes

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Anisotropic Brown-Resnick space-time processes: estimation and model assessment

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Geostatistics

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Geostatistics of dependent and asymptotically independent extremes

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Extremes of multidimensional Gaussian processes

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A spectral representation for max-stable processes

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

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Exact simulation of max-stable processes

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An <i>M</i>-Estimator of Spatial Tail Dependence

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Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes

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Handbook of Spatial Statistics

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max-infinitely divisible and max-stable sample continuous processes

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Isotropic correlation functions on <i>d</i>-dimensional balls

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Addendum to `Isotropic correlation functions on d -dimensional balls'

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Analogies and correspondences between variograms and covariance functions

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Extremes of independent Gaussian processes

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Stationary max-stable fields associated to negative definite functions

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On logarithmically optimal exact simulation of max-stable and related random fields on a compact set

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Uniform distribution on a Stiefel manifold

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The intrinsic random functions and their applications

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Q5332447

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Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes

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Simulation of Brown-Resnick processes

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Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts

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Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation

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An extension theorem for positive-definite functions

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Bernstein functions. Theory and applications

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Models for stationary max-stable random fields

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Local stationarity and simulation of self-affine intrinsic random functions

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Q5404869

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Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures

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Identifiers

zbMATH Open document ID

1436.60051

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DOI

10.1017/apr.2018.54

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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+Random Fields and Geometry
@@ Property / cites work: Random Fields and Geometry / rank @@
+Normal rank
@@ Property / cites work @@
+Extremes on river networks
@@ Property / cites work: Extremes on river networks / rank @@
+Normal rank
@@ Property / cites work @@
+Extreme values of independent stochastic processes
+Normal rank
@@ Property / cites work @@
+Anisotropic Brown-Resnick space-time processes: estimation and model assessment
+Normal rank
@@ Property / cites work @@
+Geostatistics
@@ Property / cites work: Geostatistics / rank @@
+Normal rank
@@ Property / cites work @@
+Geostatistics of dependent and asymptotically independent extremes
+Normal rank
@@ Property / cites work @@
+Extremes of multidimensional Gaussian processes
@@ Property / cites work: Extremes of multidimensional Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+A spectral representation for max-stable processes
+Normal rank
@@ Property / cites work @@
+Exact simulation of Brown-Resnick random fields at a finite number of locations
+Normal rank
@@ Property / cites work @@
+Exact simulation of max-stable processes
@@ Property / cites work: Exact simulation of max-stable processes / rank @@
+Normal rank
@@ Property / cites work @@
+An <i>M</i>-Estimator of Spatial Tail Dependence
@@ Property / cites work: An <i>M</i>-Estimator of Spatial Tail Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
+Normal rank
@@ Property / cites work @@
+Handbook of Spatial Statistics
@@ Property / cites work: Handbook of Spatial Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+max-infinitely divisible and max-stable sample continuous processes
+Normal rank
@@ Property / cites work @@
+Isotropic correlation functions on <i>d</i>-dimensional balls
+Normal rank
@@ Property / cites work @@
+Addendum to `Isotropic correlation functions on d -dimensional balls'
+Normal rank
@@ Property / cites work @@
+Analogies and correspondences between variograms and covariance functions
+Normal rank
@@ Property / cites work @@
+Extremes of independent Gaussian processes
@@ Property / cites work: Extremes of independent Gaussian processes / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary max-stable fields associated to negative definite functions
+Normal rank
@@ Property / cites work @@
+On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
+Normal rank
@@ Property / cites work @@
+Uniform distribution on a Stiefel manifold
@@ Property / cites work: Uniform distribution on a Stiefel manifold / rank @@
+Normal rank
@@ Property / cites work @@
+The intrinsic random functions and their applications
+Normal rank
@@ Property / cites work @@
+Q5332447
@@ Property / cites work: Q5332447 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Simulation of Brown-Resnick processes
@@ Property / cites work: Simulation of Brown-Resnick processes / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts
+Normal rank
@@ Property / cites work @@
+Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
+Normal rank
@@ Property / cites work @@
+An extension theorem for positive-definite functions
+Normal rank
@@ Property / cites work @@
+Bernstein functions. Theory and applications
@@ Property / cites work: Bernstein functions. Theory and applications / rank @@
+Normal rank
@@ Property / cites work @@
+Models for stationary max-stable random fields
@@ Property / cites work: Models for stationary max-stable random fields / rank @@
+Normal rank
@@ Property / cites work @@
+Local stationarity and simulation of self-affine intrinsic random functions
+Normal rank
@@ Property / cites work @@
+Q5404869
@@ Property / cites work: Q5404869 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference for the Brown-Resnick process, with an application to extreme low temperatures
+Normal rank