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Sib. Zh. Vychisl. Mat., 2009, Volume 12, Number 4, Pages 435–448 (Mi sjvm138)  
This article is cited in 1 scientific paper (total in 1 paper)

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

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.

Full text: PDF file (627 kB)
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English version:
Numerical Analysis and Applications, 2009, 2:4, 352–363

MSC: 28A80, 62M10, 65C05
Received: 18.03.2009

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
\Bibitem{PriHahWin09}
\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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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. V. A. Ogorodnikov, S. M. Prigarin, A. S. Rodionov, “Quasi-Gaussian model of network traffic”, Autom. Remote Control, 71:3 (2010), 473–485  mathnet  crossref  mathscinet  zmath  isi
    		• Sibirskii Zhurnal Vychislitel'noi Matematiki
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