Reduction principle for functionals of vector random fields

Andriy Olenko; Dareen Omari

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arXiv · 1803.11271

Reduction principle for functionals of vector random fields

Andriy Olenko·Dareen Omari

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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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Andriy Olenko, Dareen Omari. 2018-03-29. Reduction principle for functionals of vector random fields. https://arxiv.org/abs/1803.11271

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