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Name: Emilie Chautru

Talk Title: Continuous simulation of storm processes

Abstract: Storm processes constitute prototype models for spatial extremes. They are classically simulated on a finite number of points within a given domain. We propose a new algorithm that allows to perform such a task everywhere, not just anywhere, in continuous domains like hyperrectangles or balls, in arbitrary dimension. This consists in generating basic ingredients that can subsequently be used to assign a value at any and every point of the simulation field. Therefore, the resolution of a single simulation can be refined indefinitely; this is particularly appropriate to investigate the geometrical properties of storm processes. Particular attention is paid to efficiency: by introducing and exploiting the notion of domain of influence of each storm, the running time is considerably reduced. Besides, most parts of the algorithm are designed to be parallelizable.

This talk is a contributed talk at EVA 2021.