论文标题
在毛曼功能上
On Berman functions
论文作者
论文摘要
对于带有赫斯特参数h的分数布朗运动，定义了伯曼常数。在本文中，我们考虑了一个常规随机场（RF）Z，该场是某些固定的最大稳定RF X的光谱RF，并得出相应的毛线函数的性能。特别是，我们表明，伯曼函数可以通过相应的离散功能近似，并得出了这些功能的有趣表示，这些功能对蒙特卡洛模拟感兴趣，这是本文中介绍的。
For fractional Brownian motion with Hurst parameter H the Berman constant is defined. In this paper we consider a general random field (rf) Z that is a spectral rf of some stationary max-stable rf X and derive the properties of the corresponding Berman functions. In particular, we show that Berman functions can be approximated by the corresponding discrete ones and derive interesting representations of those functions which are of interest for Monte Carlo simulations, which are presented in this article.
