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arXiv · 1406.5624

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

A. B. Dieker·T. Mikosch
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Abstract

We propose an exact simulation method for Brown-Resnick random fields, building on new representations for these stationary max-stable fields. The main idea is to apply suitable changes of measure.

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A. B. Dieker, T. Mikosch. 2014-06-21. Exact simulation of Brown-Resnick random fields at a finite number of locations. https://arxiv.org/abs/1406.5624

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