Simple estimation of intermittency in multifractal stochastic processes: biomedical applications
✍ Scribed by David R. Bickel
- Book ID
- 104337781
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 100 KB
- Volume
- 262
- Category
- Article
- ISSN
- 0375-9601
No coin nor oath required. For personal study only.
✦ Synopsis
A number of physical and biological phenomena are intermittent in the sense that they tend to have large departures from their typical dynamics. The intermittency of a multifractal can be qualified and quantified by differential or nondifferential multifractality, the extent to which the generalized Hurst exponents differ. Multifractality is related to the generalized dimension of a singular measure, but also applies to other signals, including noises, walks, anomalous diffusion, and point processes. Multifractality has uses in data-model and data-data comparisons; e.g., the multifractality of the heart rate reveals the inadequacy of unifractal models and distinguishes healthy subjects from those with heart failure. In addition, the multifractality of human activity quantifies restfulness at night.