We provide two algorithms for the exact simulation of exchangeable max-(min-)id stochastic processes and random vectors. Our algorithms only require the simulation of finite Poisson random measures and avoid the necessity of computing conditional distributions of exponent measures.
翻译:我们提供两种算法,用于精确模拟可交换最大(min)过量随机矢量和最大(min)过量随机矢量。 我们的算法只需要模拟有限的Poisson随机测量,并避免计算附加条件的快速测量分布的必要性。