Extrapolation of stable random fields
نویسندگان
چکیده
منابع مشابه
Excursion Sets of Stable Random Fields 3
Studying the geometry generated by Gaussian and Gaussianrelated random fields via their excursion sets is now a well developed and well understood subject. The purely non-Gaussian scenario has, however, not been studied at all. In this paper we look at three classes of stable random fields, and obtain asymptotic formulae for the mean values of various geometric characteristics of their excursio...
متن کاملStable extrapolation of analytic functions
This paper examines the problem of extrapolation of an analytic function for x > 1 given perturbed samples from an equally spaced grid on [−1, 1]. Mathematical folklore states that extrapolation is in general hopelessly ill-conditioned, but we show that a more precise statement carries an interesting nuance. For a function f on [−1, 1] that is analytic in a Bernstein ellipse with parameter ρ > ...
متن کاملRandom Projection-Based Anderson-Darling Test for Random Fields
In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...
متن کاملA Survey on Simulating Stable Random Variables
In general case, Chambers et al. (1976) introduced the following algorithm for simulating any stable random variables $ X/sim(alpha, beta, gamma, delta) $ with four parameters. They use a nonlinear transformation of two independent uniform random variables for simulating an stable random variable... (to continue, click here)
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2013
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.11.004