Work

Conditional simulation of max-stable processes

Year: 2012

Type: book-chapter

Abstract: Since many environmental processes such as heat waves or precipitation are spatial in extent, it is likely that a single extreme event affects several locations and the areal modelling of extremes is therefore essential if the spatial dependence of extremes has to be appropriately taken into account. This paper proposes a framework for conditional simulations of max-stable processes and give closed forms for Brown-Resnick and Schlather processes. We test the method on simulated data and give an application to extreme rainfall around Zurich and extreme temperature in Switzerland. Results show that the proposed framework provides accurate conditional simulations and can handle real-sized problems.

Source: HAL (Le Centre pour la Communication Scientifique Directe)

DOI: 10.48550/arxiv.1208.5376

Authors: Dombry, Clément, Éyi-Minko, Frédéric, Ribatet, Mathieu

Institutions: Université de Poitiers, Laboratoire de Mathématiques de Besançon, Laboratoire de Mathématiques et Applications, University of Siegen, Institut Montpelliérain Alexander Grothendieck, Université Montpellier 2

Language: English

Topic: Point processes and geometric inequalities

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Agence Nationale de la Recherche

OpenAlex ID: W4300538344

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