Reduction principle for functionals of vector random fields
Probability
2018-04-02 v1
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.
Cite
@article{arxiv.1803.11271,
title = {Reduction principle for functionals of vector random fields},
author = {Andriy Olenko and Dareen Omari},
journal= {arXiv preprint arXiv:1803.11271},
year = {2018}
}
Comments
21 pages, 5 figures