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math.PR2009★ 1 cited
Approximations of the Wiener sausage and its curvature measures
Jan Rataj, Evgeny Spodarev, Daniel Meschenmoser
A parallel neighborhood of a path of a Brownian motion is sometimes called the Wiener sausage. We consider almost sure approximations of this random set by a sequence of random pol…
math.PR2009★ 1 cited
Simulation of infinitely divisible random fields
Wolfgang Karcher, Hans-Peter Scheffler, Evgeny Spodarev
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 field…