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.