Simulations for Karlin random fields

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Abstract: We investigate the simulation methods for a large family of stable random fields that appeared in the recent literature, known as the Karlin stable set-indexed processes. We exploit a new representation and implement the procedure introduced by Asmussen and Rosinski (2001) by first decomposing the random fields into large-jump and small-jump parts, and simulating each part separately. As special cases, simulations for several manifold-indexed processes are considered, and adjustments are introduced accordingly in order to improve the computational efficiency.



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