Variational dimension of random sequences and its application
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 12 (2009) no. 4, pp. 435-448
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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.
@article{SJVM_2009_12_4_a6,
author = {S. M. Prigarin and K. Hahn and G. Winkler},
title = {Variational dimension of random sequences and its application},
journal = {Sibirskij \v{z}urnal vy\v{c}islitelʹnoj matematiki},
pages = {435--448},
publisher = {mathdoc},
volume = {12},
number = {4},
year = {2009},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/SJVM_2009_12_4_a6/}
}
TY - JOUR AU - S. M. Prigarin AU - K. Hahn AU - G. Winkler TI - Variational dimension of random sequences and its application JO - Sibirskij žurnal vyčislitelʹnoj matematiki PY - 2009 SP - 435 EP - 448 VL - 12 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/SJVM_2009_12_4_a6/ LA - ru ID - SJVM_2009_12_4_a6 ER -
S. M. Prigarin; K. Hahn; G. Winkler. Variational dimension of random sequences and its application. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 12 (2009) no. 4, pp. 435-448. http://geodesic.mathdoc.fr/item/SJVM_2009_12_4_a6/