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Variational dimension of random sequences and its application |
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| Authors: | S M Prigarin K Hahn G Winkler |
| Institution: | 1. Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch, Russian Academy of Sciences, pr. Akad. Lavrent’eva 6, Novosibirsk, 630090, Russia 2. Novosibirsk State University, ul. Pirogova 2, Novosibirsk, 630090, Russia 3. Institute of Biomathematics and Biometry, Helmholtz Zentrum Muenchen, Ingolst?dter Landstra?e 1, Neuherberg, 85764, Germany |
| Abstract: | A concept of variational dimension is introduced for a random sequence with stationary increments. 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 neurological data and network traffic analysis. |
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