English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

An algorithm for the unbiased simulation of continuous max-(resp.\ min-)idstochastic processes is developed. The algorithm only requires the simulationof finite Poisson random measures on the space of continuous functions andavoids the necessity of computing conditional distributions of infinite(exponent)measures. The complexity of the algorithm is characterized in termsof the expected number of simulated atoms of the Poisson random measures on thespace of continuous functions. Special emphasis is put on the simulation ofexchangeable max-(or min-)id sequences, in particular exchangeable Sato-frailtysequences. Additionally, exact simulation schemes of exchangeable exogenousshock models and exchangeable max-stable sequences are sketched.

Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences