English

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

R2 v1 2026-06-23T14:25:16.409Z