Simulation of infinitely divisible random fields

2009/10/14 by Wolfgang Karcher, Karcher, Wolfgang, Hans‐Peter Scheffler +4
Computer Science · Environmental Science · Mathematics · #60G60 #Computational Geometry and Mesh Generation #FOS: Mathematics #Image Processing and 3D Reconstruction #Probability (math.PR) #Soil Geostatistics and Mapping #math.PR #msc:60G60

paper · pdf · doi:10.48550/arxiv.0910.2625

41 pages, 3 figures

arxiv created 2009/10/14 · openalex publication_date 2009/10/14 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective integrals. Error bounds for the approximation error are derived and the approximations are used to simulate certain classes of infinitely divisible random fields.

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