English

On generalized max-linear models in max-stable random fields

Probability 2017-03-13 v1

Abstract

In practice, it is not possible to observe a whole max-stable random field. Therefore, a way how to reconstruct a max-stable random field in C([0,1]k)C\left([0,1]^k\right) by interpolating its realizations at finitely many points is proposed. The resulting interpolating process is again a max-stable random field. This approach uses a \emph{generalized max-linear model}. Promising results have been established in the case k=1k=1 in a previous paper. However, the extension to higher dimensions is not straightforward since we lose the natural order of the index space.

Keywords

Cite

@article{arxiv.1703.03472,
  title  = {On generalized max-linear models in max-stable random fields},
  author = {Michael Falk and Maximilian Zott},
  journal= {arXiv preprint arXiv:1703.03472},
  year   = {2017}
}
R2 v1 2026-06-22T18:41:44.921Z