On the distribution of a max-stable process conditional on max-linear functionals

DOI10.1016/J.SPL.2015.02.002zbMATH Open1316.60082OpenAlexW2031842053MaRDI QIDQ2348331FDOQ2348331

Marco Oesting

Publication date: 11 June 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.02.002

zbMATH Keywords

spatial extremesconditional simulationnormalized representation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stable stochastic processes (60G52)

Cites Work

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• Title not available (Why is that?)
• Stationary max-stable fields associated to negative definite functions
• A spectral representation for max-stable processes
• Simulation of Brown-Resnick processes
• Conditional sampling for spectrally discrete max-stable random fields
• Extreme values of independent stochastic processes
• max-infinitely divisible and max-stable sample continuous processes
• Regular conditional distributions of continuous max-infinitely divisible random fields
• Conditional simulation of max-stable processes
• Semi-min-stable processes
• Conditional sampling for max-stable processes with a mixed moving maxima representation
• Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation

Cited In (7)

• A characterization of the normal distribution using stationary max-stable processes
• Conditional independence among max-stable laws
• On the structure and representations of max-stable processes
• On approximating max-stable processes and constructing extremal copula functions
• Tail correlation functions of max-stable processes
• Conditioned limit laws for inverted max-stable processes
• Multivariate max-stable processes and homogeneous functionals

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