Simulations for Karlin random fields
Probability
2020-11-10 v2
Abstract
We investigate the simulation methods for a large family of stable random fields that appeared in the recent literature, known as the Karlin stable set-indexed processes. We exploit a new representation and implement the procedure introduced by Asmussen and Rosinski (2001) by first decomposing the random fields into large-jump and small-jump parts, and simulating each part separately. As special cases, simulations for several manifold-indexed processes are considered, and adjustments are introduced accordingly in order to improve the computational efficiency.
Keywords
Cite
@article{arxiv.2003.10790,
title = {Simulations for Karlin random fields},
author = {Zuopeng Fu and Yizao Wang},
journal= {arXiv preprint arXiv:2003.10790},
year = {2020}
}
Comments
26 pages. Sections 1 and 2 revised