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

DOI10.1017/apr.2018.54zbMath1436.60051arXiv1709.06037OpenAlexW2963941046MaRDI QIDQ5215038

Kirstin Strokorb, Marco Oesting

Publication date: 5 February 2020

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.06037

zbMATH Keywords

simulationGaussian processvariogramvariance reductionBrown-Resnick processmax-stable processspatial extremes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items

Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes, A comparative tour through the simulation algorithms for max-stable processes

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