Title	Exact simulation of stationary max-stable random fields
Creator	Dieker, Ton
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2015-06-03T09:34
Description	Max-stable random fields can be viewed as the analogs of Gaussian processes in the world of extreme value analysis. We propose the first exact simulation method for a class of such random fields. The main idea is to apply suitable changes of measure, which yield new representations that can be exploited for simulation.
Extent	50 minutes
Subject	Mathematics; Probability theory and stochastic processes; Statistics; Operation research
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: Columbia University/Georgia Tech
Series	BIRS Workshop Lecture Videos (Banff, Alta)
Date Available	2016-01-04
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivs 2.5 Canada
DOI	10.14288/1.0221668
URI	http://hdl.handle.net/2429/56149
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Faculty
Rights URI	http://creativecommons.org/licenses/by-nc-nd/2.5/ca/
Aggregated Source Repository	DSpace

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