Reduction principle for functionals of strong-weak dependent vector random fields (Q2032341): Difference between revisions
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English | Reduction principle for functionals of strong-weak dependent vector random fields |
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Reduction principle for functionals of strong-weak dependent vector random fields (English)
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11 June 2021
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In the paper, the authors proved the reduction principle for vector random fields with strong-weak dependent components. In contrast to the known scalar and vector cases with same type memory components, it is shown that the asymptotic behaviour of such functionals is not necessarily determined by the terms at their Hermite rank. Moreover some applications to Minkowski functionals of Student random fields and numerical examples that illustrate the obtained theoretical results are presented.
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reduction
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long-range dependence
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non-central limit theorem
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random fields
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first Minkowski functional
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student random fields
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