Article ID Journal Published Year Pages File Type
1151825 Statistics & Probability Letters 2013 8 Pages PDF
Abstract

We present two new classes of stationary max-stable random fields. For the first class, we use the spectral representation due to Schlather (2002) and assume that the stationary process used in the representation is proportional to a power of a max-stable random field. We derive the finite dimensional distributions, explain the relationship between distributions of both max-stable random fields and give sufficient conditions for the sample paths to be γγ-Hölder continuous functions for some γ∈(0,1)γ∈(0,1). For the second class, we consider a multiplicative factor model and a Poisson–Voronoï tessellation of RdRd to construct new max-stable random fields. We provide explicit expressions for the pairwise distribution function.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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