Reduction Principle for Functionals of Vector Random Fields

Andriy Olenko () and Dareen Omari ()
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Andriy Olenko: La Trobe University
Dareen Omari: La Trobe University

Methodology and Computing in Applied Probability, 2020, vol. 22, issue 2, 573-598

Abstract: 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.

Keywords: Excursion set; Long-range dependence; First Minkowski functional; Fisher–Snedecor random fields; Heavy-tailed; Non-central limit theorems; Random field; Sojourn measure; 60G60; 60F99; 60B99; 60D99 (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s11009-019-09720-w

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