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Extremes

, Volume 5, Issue 1, pp 33–44 | Cite as

Models for Stationary Max-Stable Random Fields

  • Martin Schlather
Article

Abstract

Models for stationary max-stable random fields are revisited and illustrated by two-dimensional simulations. We introduce a new class of models, which are based on stationary Gaussian random fields, and whose realizations are not necessarily semi-continuous functions. The bivariate marginal distributions of these random fields can be calculated, and they form a new class of bivariate extreme value distributions.

bivariate extreme value distribution dependence function Gaussian random field max-stable random field rainfall modeling simulation of max-stable processes 

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Copyright information

© Kluwer Academic Publishers 2002

Authors and Affiliations

  • Martin Schlather
    • 1
  1. 1.Soil Physics GroupUniversity of BayreuthBayreuthGermany

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