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math.PR2020
Reduction principle for functionals of strong-weak dependent vector random fields
Andriy Olenko, Dareen Omari
We prove the reduction principle for asymptotics of functionals of vector random fields with weakly and strongly dependent components. These functionals can be used to construct ne…
math.PR2019
Spherically Restricted Random Hyperbolic Diffusion
Philip Broadbridge, Alexander D. Kolesnik, Nikolai Leonenko +2
This paper investigates solutions of hyperbolic diffusion equations in with random initial conditions. The solutions are given as spatial-temporal random fields. The…
math.PR2018
Reduction principle for functionals of vector random fields
Andriy Olenko, Dareen 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 beh…