External Seminar: Kirstin Strokorb (Cardiff)

Location
Pharmacy A05
Date(s)
Thursday 15th November 2018 (14:00-15:00)
Contact
Gilles Stupfler
Description

[Statistics & Probability Seminar]

How to simulate a max-stable process?

Max-stable processes form a fundamental class of stochastic processes in the analysis of spatio-temporal extreme events. Simulation is often a necessary part of inference of certain characteristics, in particular for future spatial risk assessment. In this talk I will give an an overview over existing procedures for this task and put them into perspective of one another and make comparisons with respect to their properties making use of some new theoretical results. A particular emphasis will be given to the popular class of Brown-Resnick processes, which are max-stable processes that are associated to Gaussian processes. The talk is based on joint work with Marco Oesting.

 

School of Mathematical Sciences

The University of Nottingham
University Park
Nottingham, NG7 2RD

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