Abstract
This paper describes one method for estimating the Hölder exponent based on the \(\epsilon \)-complexity of continuous functions, a concept formulated lately. Computational experiments are carried out to estimate the Hölder exponent for smooth and fractal functions and study the trajectories of discrete deterministic and stochastic systems. The results of these experiments are presented and discussed.
REFERENCES
Pavlov, A.N. and Anishchenko, V.S., Multifractal Analysis of Complex Signals, Phys. Usp., 2007, vol. 50, pp. 819–834.
Shiryaev, A.N., Essentials of Stochastic Finance: Facts, Models, Theory, World Scientific, 1999.
Savitskii, A.V., Method for Estimating the Hurst Exponent of Fractional Brownian Motion, Dokl. Math., 2019, vol. 100, pp. 564–567. https://doi.org/10.1134/S1064562419060188
Falkoner, K.J., Fractal Geometry: Mathematical Foundations and Applications, Wiley, 2003.
Ming, L. and Vitanyi, P., An Introduction to Kolmogorov Complexity and Its Applications, 2nd ed., Springer, 1997.
Piryatinska, A., Darkhovsky, B., and Kaplan, A., Binary Classification of Multichannel-EEG Records Based on the \(\epsilon \)-complexity of Continuous Vector Functions, Comput. Method. Program. Biomedicin., 2017, vol. 152, pp. 131–139.
Piryatinska, A. and Darkhovsky, B., Retrospective Change-Points Detection for Multidimensional Time Series of Arbitrary Nature: Model-Free Technology Based on the \(\epsilon \)-complexity Theory, Entropy, 2021, vol. 23, no. 12, p. 1626.
Darkhovsky, B.S., Estimate of the Hölder Exponent Based on the \(\epsilon \)-Complexity of Continuous Functions, Mathematical Notes, 2022, vol. 111, nos. 3–4, pp. 628–631.
Dahan, A., Dubnov, Y.A., Popkov, A.Y., et al., Brief Report: Classification of Autistic Traits According to Brain Activity Recoded by fNIRS Using \(\epsilon \)-Complexity Coefficients, J. Autism Dev. Disord., 2020, vol. 51, issue 9, pp. 3380–3390.
Darkhovsky, B.S., On the Complexity and Dimension of Continuous Finite-Dimensional Maps, Theory of Probability and Its Applications, 2020, vol. 65, issue 3, pp. 375–387. https://doi.org/10.1137/S0040585X97T990010
Kolmogorov, A.N., Combinatorial Foundations of Information Theory and the Calculus of Probabilities, Russian Mathematical Surveys, 1983, vol. 38, issue 4, pp. 29–40. https://doi.org/10.1070/RM1983v038n04ABEH004203
Itô, K. and McKean, H.P., Jr., Diffusion Processes and Their Sample Paths, Classics in Mathematics, 1996th ed., Springer, 1996.
Mörters, P. and Peres, V., Brownian Motion, Cambridge University Press, 2010.
Funding
This work was supported by the Russian Foundation for Basic Research, project no. 20-07-00221.
Author information
Authors and Affiliations
Corresponding authors
Additional information
This paper was recommended for publication by B.M. Miller, a member of the Editorial Board
Rights and permissions
About this article
Cite this article
Dubnov, Y.A., Popkov, A.Y. & Darkhovsky, B.S. Estimating the Hölder Exponents Based on the \(\epsilon \)-Complexity of Continuous Functions: An Experimental Analysis of the Algorithm. Autom Remote Control 84, 337–347 (2023). https://doi.org/10.1134/S0005117923040057
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S0005117923040057