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

DOI10.1016/j.spl.2015.02.002zbMath1316.60082OpenAlexW2031842053MaRDI QIDQ2348331

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

conditional simulationspatial extremesnormalized representation

Mathematics Subject Classification ID

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

Related Items (2)

Conditional independence among max-stable laws ⋮ A characterization of the normal distribution using stationary max-stable processes

Cites Work

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• Semi-min-stable processes
• max-infinitely divisible and max-stable sample continuous processes
• Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation
• Conditional sampling for spectrally discrete max-stable random fields
• Extreme values of independent stochastic processes
• Conditional simulation of max-stable processes

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