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- Title
Analysis of correlation properties of random processes using short signals.
- Authors
Pavlov, A.; Pavlova, O.
- Abstract
The possibility of studying the correlation properties of random processes within the framework of a multifractal formalism is considered. It is shown that the calculation of Hölder exponents allows one to judge on the correspondence of an analyzed signal to a process with known statistical properties using a significantly smaller amount of experimental data as compared to that necessary for evaluating the law of correlation decay by means of calculations of the autocorrelation function.
- Subjects
STOCHASTIC processes; REGRESSION analysis; AUTOCORRELATION (Statistics); STATISTICAL correlation; PROBABILITY theory
- Publication
Technical Physics Letters, 2008, Vol 34, Issue 4, p306
- ISSN
1063-7850
- Publication type
Article
- DOI
10.1134/S1063785008040111