activity
20092017
most citedSimulation of infinitely divisible random fields

1 citations · 2 across the 5 of their papers we have counts for

collaborators

6 papers

math.ST2017

An Inverse Problem for Infinitely Divisible Moving Average Random Fields

Wolfgang Karcher, Stefan Roth, Evgeny Spodarev +1

Given a low frequency sample of an infinitely divisible moving average random field with a known simple function , w…

math.PR2011

Extrapolation of stable random fields

Wolfgang Karcher, Elena Shmileva, Evgeny Spodarev

In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solution…

math.PR2010

Some results on random fields admitting a spectral representation with infinitely divisible integrator

Wolfgang Karcher

We consider random fields admitting a spectral representation with infinitely divisible integrator and prove some of their properties.

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…

math.NA2009

Derivation of an upper bound of the constant in the error bound for a near best m-term approximation

Wolfgang Karcher, Hans-Peter Scheffler, Evgeny Spodarev

In the paper "The best m-term approximation and greedy algorithms" (V. N. Temlyakov), an error bound for a near best m-term approximation of a function g in L^p([0,1]^d) is provide…

math.PR2009★ 1 cited

Infinite divisibility of random fields admitting an integral representation with an infinitely divisible integrator

Wolfgang Karcher, Hans-Peter Scheffler, Evgeny Spodarev

We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are…