Simulation of infinitely divisible random fields
Probability
2009-10-15 v1
Abstract
Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective integrals. Error bounds for the approximation error are derived and the approximations are used to simulate certain classes of infinitely divisible random fields.
Cite
@article{arxiv.0910.2625,
title = {Simulation of infinitely divisible random fields},
author = {Wolfgang Karcher and Hans-Peter Scheffler and Evgeny Spodarev},
journal= {arXiv preprint arXiv:0910.2625},
year = {2009}
}
Comments
41 pages, 3 figures