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Reduction Principle for Functionals of Vector Random Fields

Author

Listed:
  • Andriy Olenko

    (La Trobe University)

  • Dareen Omari

    (La Trobe University)

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.

Suggested Citation

  • Andriy Olenko & Dareen Omari, 2020. "Reduction Principle for Functionals of Vector Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 22(2), pages 573-598, June.
    • Handle: RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09720-w
    DOI: 10.1007/s11009-019-09720-w
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    References listed on IDEAS

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