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Volumn 81, Issue 8, 2011, Pages 1150-1154

An equivalent representation of the Brown-Resnick process

Author keywords

Brown Resnick process; Conditional negative Brownian motion; Dissipative; Mixed moving maxima; Simulation of max stable processes

Indexed keywords


EID: 79956213187     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2011.03.010     Document Type: Article
Times cited : (19)

References (9)
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    • (1996) Probability and its Applications
    • Borodin, A.N.1    Salminen, P.2
  • 2
    • 25144447744 scopus 로고
    • Extreme values of independent stochastic processes
    • Brown B.M., Resnick S.I. Extreme values of independent stochastic processes. J. Appl. Probab. 1977, 14:732-739.
    • (1977) J. Appl. Probab. , vol.14 , pp. 732-739
    • Brown, B.M.1    Resnick, S.I.2
  • 3
    • 67449110829 scopus 로고    scopus 로고
    • On spatial extremes: with application to a rainfall problem
    • Buishand T.A., de Haan L., Zhou C. On spatial extremes: with application to a rainfall problem. Ann. Appl. Stat. 2008, 2:624-642.
    • (2008) Ann. Appl. Stat. , vol.2 , pp. 624-642
    • Buishand, T.A.1    de Haan, L.2    Zhou, C.3
  • 4
    • 70450243669 scopus 로고    scopus 로고
    • Stationary max-stable fields associated to negative definite functions
    • Kabluchko Z., Schlather M., de Haan L. Stationary max-stable fields associated to negative definite functions. Ann. Probab. 2009, 37:2042-2065.
    • (2009) Ann. Probab. , vol.37 , pp. 2042-2065
    • Kabluchko, Z.1    Schlather, M.2    de Haan, L.3
  • 5
    • 79956201071 scopus 로고    scopus 로고
    • Simulation of Brown-Resnick processes. Extremes (in press).
    • Oesting, M., Kabluchko, Z., Schlather, M., 2011. Simulation of Brown-Resnick processes. Extremes (in press).
    • (2011)
    • Oesting, M.1    Kabluchko, Z.2    Schlather, M.3
  • 7
    • 19744369999 scopus 로고    scopus 로고
    • Diffusions, Markov Processes, and Martingales
    • Cambridge University Press, Cambridge
    • Rogers L.C.G., Williams D. Diffusions, Markov Processes, and Martingales. Cambridge Mathematical Library 2000, vol. 2. Cambridge University Press, Cambridge.
    • (2000) Cambridge Mathematical Library , vol.2
    • Rogers, L.C.G.1    Williams, D.2
  • 8
    • 3843100123 scopus 로고    scopus 로고
    • Models for stationary max-stable random fields
    • Schlather M. Models for stationary max-stable random fields. Extremes 2002, 5:33-44.
    • (2002) Extremes , vol.5 , pp. 33-44
    • Schlather, M.1
  • 9
    • 78650942707 scopus 로고    scopus 로고
    • On the structure and representations of max-stable processes
    • Wang Y., Stoev S.A. On the structure and representations of max-stable processes. Adv. in Appl. Probab. 2010, 42:855-877.
    • (2010) Adv. in Appl. Probab. , vol.42 , pp. 855-877
    • Wang, Y.1    Stoev, S.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.