Reduction principle for functionals of vector random fields

2018/03/29 by Olenko, Andriy, Omari, Dareen
#60F05 #60G15 #60G60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1803.11271

Abstract

We prove a version of the reduction principle for functionals of vector long-range dependent random fields. The components of the fields may have different long-range dependent behaviours. The results are illustrated by an application to the first Minkowski functional of the Fisher-Snedecor random fields. Simulation studies confirm the obtained theoretical results and suggest some new problems.

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