Exact simulation of Brown-Resnick random fields at a finite number of locations (Q2352979)
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scientific article; zbMATH DE number 6456102
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| English | Exact simulation of Brown-Resnick random fields at a finite number of locations |
scientific article; zbMATH DE number 6456102 |
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Exact simulation of Brown-Resnick random fields at a finite number of locations (English)
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7 July 2015
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Brown-Resnick random fields
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max-stable processes
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Gaussian random fields
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extremes
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Pickands' constant
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Monte Carlo simulation
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