Conditional sampling for spectrally discrete max-stable random fields

Advances in Applied Probability

Volumn 43, Issue 2, 2011, Pages 461-483

  Wang, Yizao ^a   Stoev, Stilian A ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

MARMA process; Max stable process; Regular conditional probability; Set cover problem; Smith model; Spectrally discrete representation

Indexed keywords

CONDITIONAL PROBABILITIES; MARMA PROCESS; MAX-STABLE PROCESS; SET COVER PROBLEM; SMITH MODEL; SPECTRALLY DISCRETE REPRESENTATION;

STABILITY CRITERIA;

PROBABILITY DISTRIBUTIONS;

EID: 79960056888     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1308662488     Document Type: Article

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