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Reduction Principle for Functionals of Vector Random Fields

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Published in 2019 at "Methodology and Computing in Applied Probability"

DOI: 10.1007/s11009-019-09720-w

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… read more here.

Keywords: functionals vector; random fields; reduction principle; principle functionals ... See more keywords