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arxiv: 1803.11271 · v1 · pith:CBQHHEZUnew · submitted 2018-03-29 · 🧮 math.PR

Reduction principle for functionals of vector random fields

classification 🧮 math.PR
keywords fieldsrandomdependentfunctionalslong-rangeprinciplereductionresults
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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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