On logarithmically optimal exact simulation of max-stable and related random fields on a compact set
We consider the random field Mt=supn≥1−logAn+Xnt, t ∈ T, for a set T ⊂ ℝm, where (Xn) is an i.i.d. sequence of centered Gaussian random fields on T and 0 < A₁ < A₂ < · · · are the arrivals of a ...
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