Analysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point Processes

DOI10.1142/S0218348X97000462MaRDI QIDQ3841493zbMATH OpenFDO

Authors Steven B. Lowen, Markus Feurstein, Conor Heneghan, Malvin Carl Teich, Stefan Thurner, H. G. Feichtinger

Publication date 8 March 1999

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/adap-org/9709006

zbMATH Keywords

fractal data analysisfractal-rate stochastic point processespoint-process simulation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Neural biology (92C20)

Abstract: Fractal and fractal-rate stochastic point processes (FSPPs and FRSPPs) provide useful models for describing a broad range of diverse phenomena, including electron transport in amorphous semiconductors, computer-network traffic, and sequences of neuronal action potentials. A particularly useful statistic of these processes is the fractal exponent $alpha$, which may be estimated for any FSPP or FRSPP by using a variety of statistical methods. Simulated FSPPs and FRSPPs consistently exhibit bias in this fractal exponent, however, rendering the study and analysis of these processes non-trivial. In this paper, we examine the synthesis and estimation of FRSPPs by carrying out a systematic series of simulations for several different types of FRSPP over a range of design values for $alpha$. The discrepancy between the desired and achieved values of $alpha$ is shown to arise from finite data size and from the character of the point-process generation mechanism. In the context of point-process simulation, reduction of this discrepancy requires generating data sets with either a large number of points, or with low jitter in the generation of the points. In the context of fractal data analysis, the results presented here suggest caution when interpreting fractal exponents estimated from experimental data sets.

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Cites work

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• Fractal renewal processes
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Cited in

(19)

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• Long-range memory and non-Markov statistical effects in human sensorimotor coordination
• Long-range time-correlation properties of seismic sequences
• Distinguishing stationary/nonstationary scaling processes using wavelet Tsallis \(q\)-entropies
• Statistical signatures of structural organization: the case of long memory in renewal processes
• Level-crossing statistics of the horizontal wind speed in the planetary surface boundary layer
• Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons
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• ESTIMATION AND SIMULATION OF FRACTAL STOCHASTIC POINT PROCESSES
• scientific article; zbMATH DE number 910685 (Why is no real title available?)
• Clustering of extreme events in time series generated by the fractional Ornstein-Uhlenbeck equation
• Structural and hidden properties of 1D point processes: a wavelet-based study
• Fractal‐Based Point Processes
• Poissonian bursts in e-mail correspondence
• Time-scaling analysis of southern Aegean seismicity
• Space-time fractal properties of the forest-fire series in central Italy

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