Reduction Principle for Functionals of Vector Random Fields

被引：2

作者：

Olenko, Andriy ^{[1
]}

Omari, Dareen ^{[1
]}

机构：

[1] La Trobe Univ, Dept Math & Stat, Melbourne, Vic 3086, Australia

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2020年 / 22卷 / 02期

基金：

澳大利亚研究理事会;

关键词：

Excursion set; Long-range dependence; First Minkowski functional; Fisher-Snedecor random fields; Heavy-tailed; Non-central limit theorems; Random field; Sojourn measure; CENTRAL LIMIT-THEOREMS; EXCURSION SETS; NONLINEAR FUNCTIONALS; CONVERGENCE; VARIABLES; SUMS;

D O I：

10.1007/s11009-019-09720-w

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：573 / 598

页数：26

共 39 条

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Adler R. J., 2009, Random Fields and Geometry

[2] EXCURSION SETS OF THREE CLASSES OF STABLE RANDOM FIELDS [J].