On Optimal Exact Simulation of Max-Stable and Related Random Fields

Zhipeng Liu, Jose H. Blanchet, A. B. Dieker +1

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset {\mathbb{R}}^m$, where $(X_n)$ is an iid sequence of center…