{
  "id": "1310.1813",
  "version": "v1",
  "published": "2013-10-07T15:09:47.000Z",
  "updated": "2013-10-07T15:09:47.000Z",
  "title": "On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set",
  "authors": [
    "Marco Oesting",
    "Martin Schlather",
    "Chen Zhou"
  ],
  "comment": "32 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "The normalized spectral representation of a max-stable process on a compact set is the unique representation where all spectral functions share the same supremum. Among the class of equivalent spectral representations of a process, the normalized spectral representation plays a distinctive role as a solution of two optimization problems in the context of an efficient simulation of max-stable processes. Our approach has the potential of considerably reducing the simulation time of max-stable processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-10-07T15:09:47.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "max-stable processes",
      "compact set",
      "spectral functions share",
      "equivalent spectral representations",
      "normalized spectral representation plays"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 32,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1310.1813O"
    }
  }
}