The vectorial properties of thermal relaxation phenomena are modeled by using random fluctuation fields that act as perturbations on the external applied magnetic field. The total magnetic field is used as input in phenomenological vector models of hysteresis, which, in this article, are defined as superposition of scalar models of hysteresis distributed along all possible directions. A Monte Carlo technique is developed to compute the average value of the magnetization vector as a function of time. Whereas in the case of isotropic materials the average value of the magnetization vector usually moves on a straight line oriented towards the direction of the applied field, in the case of anisotropic materials the magnetization vector can switch from one easy axis to another and cross the direction of the applied field. It is shown that, depending on the initial hysteretic state, the trajectory of the magnetization vector can deviate substantially from the straight line, which is a pure three-dimensional relaxation effect.