Exact simulation of Brown-Resnick random fields at a finite number of locations

DOI10.1007/s10687-015-0214-4zbMath1319.60108arXiv1406.5624OpenAlexW1996139388MaRDI QIDQ2352979

Thomas Mikosch, A. B. Dieker

Publication date: 7 July 2015

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.5624

zbMATH Keywords

Monte Carlo simulationmax-stable processesextremesGaussian random fieldsPickands' constantBrown-Resnick random fields

Mathematics Subject Classification ID

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