Abstract:
A concept of variational dimension for a random sequence with stationary increments is introduced. In the Gaussian case, the variational dimension in the limit coincides with the Hausdorff dimension of a proper random process. Applications of the concept are illustrated by examples of the neurology data and the network traffic analysis.
Key words:
random sequences with stationary increments, variational dimension, Hausdorff dimension, fractal, self-similarity, data analysis.
Citation:
S. M. Prigarin, K. Hahn, G. Winkler, “Variational dimension of random sequences and its application”, Sib. Zh. Vychisl. Mat., 12:4 (2009), 435–448; Num. Anal. Appl., 2:4 (2009), 352–363
This publication is cited in the following 3 articles:
O. V. Lazorenko, A. A. Onishchenko, I. A. Taranova, M. A. Udovenko, “PECULARITIES OF HIRST EXPONENT ESTIMATION FOR NATURAL PHYSICAL PROCESSES”, The Journal of V. N. Karazin Kharkiv National University, Series “Physics”, 2024, no. 40, 25
Leonid F. Chernogor, Oleg V. Lazorenko, Andrey A. Onishchenko, “Fractal analysis for low temperature physics”, Low Temperature Physics, 49:4 (2023), 422
V. A. Ogorodnikov, S. M. Prigarin, A. S. Rodionov, “Quasi-Gaussian model of network traffic”, Autom. Remote Control, 71:3 (2010), 473–485