文章基本信息

标题：Simulations for Karlin random fields
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作者：Zuopeng Fu ; Yizao Wang
期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2021
卷号：18
期号：1
页码：167
DOI：10.30757/ALEA.v18-08
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We investigate the simulation methods for a large family of stable random fields that appeared in the recent literature, known as the Karlin stable setindexed processes. We exploit a new representation and implement the procedure introduced by Asmussen and Rosiński (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.
其他关键词：Lévy–Chentsov stable field, set-indexed process, simulation, stable process, infinitely-divisible process.