A reduction theorem is proved for functionals of Gamma-correlated random fields with long-range dependence in d-dimensional space. In the particular case of a nonlinear function of a chi-squared random field with Laguerre rank equal to one, we apply the Karhunen-Loéve expansion and the Fredholm determinant formula to obtain the characteristic function of its Rosenblatt-type limit distribution. When the Laguerre rank equals one and two, we obtain the multiple Wiener-Itô stochastic integral representation of the limit distribution. In both cases, an infinite series representation in terms of independent random variables is constructed for the limit random variables.
The Lancaster-Sarmanov random fieldsWe now introduce here the class of Lancaster-Sarmanov random fields with given onedimensional marginal distributions and general covariance structure. Denote by L 2 (Ω, F, P ) the Hilbert space of zero-mean second-order random variables defined on the complete probability space (Ω, F, P ). For a probability density function p on the interval (l, r), with −∞ ≤ l < r ≤ ∞, we consider the Hilbert space L 2 ((l, r), p(u)du) of equivalence classes of Lebesgue measurable functions h : (l, r) → R satisfying r l h 2 (u) p(u) du < ∞, p(u) ≥ 0.