La Trobe

Reduction Principle for Functionals of Vector Random Fields

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journal contribution
posted on 2025-03-04, 02:33 authored by Andriy OlenkoAndriy Olenko, Dareen OmariDareen Omari
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.

Funding

Andriy Olenko was partially supported under the Australian Research Council’s Discovery Projects funding scheme (project DP160101366) and the La Trobe University DRP Grant in Mathematical and Computing Sciences.

History

Publication Date

2020-06-01

Journal

Methodology and Computing in Applied Probability

Volume

22

Pagination

26p. (p. 573-598)

Publisher

Springer Nature

ISSN

1387-5841

Rights Statement

© Springer Science+Business Media, LLC, part of Springer Nature 2019 This version of the article has been accepted for publication, after peer review (when applicable) and is subject to Springer Nature’s AM terms of use, but is not the Version of Record and does not reflect post-acceptance improvements, or any corrections. The Version of Record is available online at: http://dx.doi.org/10.1007/s11009-019-09720-w