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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2009, Volume 12, Number 4, Pages 435–448 (Mi sjvm138)  
This article is cited in 2 scientific papers (total in 2 papers)

Variational dimension of random sequences and its application

S. M. Prigarinab, K. Hahnc, G. Winklerc

a Institute of Computing Technologies, Siberian Branch of the Russian Academy of Sciences
b Novosibirsk State University, Novosibirsk
c Institute of Biomathematics and Biometry Helmholtz Zentrum Muenchen, Neuherberg, Germany
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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.
Received: 18.03.2009
English version:
Numerical Analysis and Applications, 2009, Volume 2, Issue 4, Pages 352–363
DOI: https://doi.org/10.1134/S1995423909040077
Bibliographic databases:
MSC: 28A80, 62M10, 65C05
Language: Russian
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
Citation in format AMSBIB
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\by S.~M.~Prigarin, K.~Hahn, G.~Winkler
\paper Variational dimension of random sequences and its application
\jour Sib. Zh. Vychisl. Mat.
\yr 2009
\vol 12
\issue 4
\pages 435--448
\mathnet{http://mi.mathnet.ru/sjvm138}
\transl
\jour Num. Anal. Appl.
\yr 2009
\vol 2
\issue 4
\pages 352--363
\crossref{https://doi.org/10.1134/S1995423909040077}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-77952861773}
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    • This publication is cited in the following 2 articles:
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