Geodesic
Variational dimension of random sequences and its application
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 12 (2009) no. 4, pp. 435-448 
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/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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