On Berman functions
Probability
2022-11-10 v1 Statistics Theory
Statistics Theory
Abstract
For fractional Brownian motion with Hurst parameter H the Berman constant is defined. In this paper we consider a general random field (rf) Z that is a spectral rf of some stationary max-stable rf X and derive the properties of the corresponding Berman functions. In particular, we show that Berman functions can be approximated by the corresponding discrete ones and derive interesting representations of those functions which are of interest for Monte Carlo simulations, which are presented in this article.
Cite
@article{arxiv.2211.05076,
title = {On Berman functions},
author = {Krzysztof Dębicki and Enkelejd Hashorva and Zbigniew Michna},
journal= {arXiv preprint arXiv:2211.05076},
year = {2022}
}