最大稳定过程模拟算法的比较
A comparative tour through the simulation algorithms for max-stable processes
摘要：
作为$α$ -稳定随机过程的极大模拟，极大稳定过程是随机过程的基本类型之一。随着足够计算能力的到来，它们已成为时空极端事件分析的基准。模拟通常是推断某些特征的必要组成部分，特别是对于未来的空间风险评估。在这篇文章中，我们给出了一个概述现有的程序，这项任务，把它们放在彼此的角度，并使用一些新的理论结果进行比较，就其性质。
英文摘要：
Being the max-analogue of $α$-stable stochastic processes, max-stable processes form one of the fundamental classes of stochastic processes. With the arrival of sufficient computational capabilities, they have become a benchmark in the analysis of spatio-temporal extreme events. Simulation is often a necessary part of inference of certain characteristics, in particular for future spatial risk assessment. In this article we give an overview over existing procedures for this task, put them into perspective of one another and use some new theoretical results to make comparisons with respect to their properties.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
