On logarithmically optimal exact simulation of max-stable and related random fields on a compact set.
- Resource Type
- Journal
- Source
Bernoulli. Official Journal of the Bernoulli Society for Mathematical Statistics and Probability (Bernoulli) (20190101), 25, no.~4A, 2949-2981. ISSN: 1350-7265 (print).eISSN: 1573-9759.- Subject
- 60
Probability theory and stochastic processes
60-08Computational methods
60Probability theory and stochastic processes -- 60GStochastic processes
60G60Random fields
65Numerical analysis -- 65CProbabilistic methods, simulation and stochastic differential equations
65C50Other computational problems in probability - Language
- English