论文标题

Karlin随机字段的模拟

Simulations for Karlin random fields

论文作者

Fu, Zuopeng, Wang, Yizao

论文摘要

我们研究了最近出现在最近文献中的大型稳定随机场的模拟方法,称为Karlin稳定的设置索引过程。我们利用了新的表示形式,并实现了Asmussen和Rosinski(2001)引入的过程,首先将随机字段分解为大型和小跳跃部分,并分别模拟每个部分。作为特殊情况,考虑了几种流动指数过程的模拟,并进行了相应的调整以提高计算效率。

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.

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