Efficient simulation of Brown‒Resnick processes based on variance reduction of Gaussian processes
From MaRDI portal
Publication:5215038
DOI10.1017/apr.2018.54zbMath1436.60051arXiv1709.06037MaRDI 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
simulation; Gaussian process; variogram; variance reduction; Brown-Resnick process; max-stable process; spatial extremes
60G60: Random fields
60G15: Gaussian processes
60G70: Extreme value theory; extremal stochastic processes
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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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