and greater, and discusses their properties. It also discusses various applications
of dimension estimation, and provides a detailed case study of spatial point pat-
terns of earthquake locations. A brief summary of some definitions of dimension,
and results from the theory of large deviations, is included in the Appendices.
One cannot hope to wrap up all of the information required by the statistician
in one book. Indeed that is not my intention. The Appendices include various
definitions of the dimension of a set, and some results from the theory of large
deviations. However, when further information is required, there are other very
substantial works that should be consulted. I will mention a few in particular.
The book by Falconer (1990) gives an excellent overview of fractals from a ge-
ometrical perspective. He gives a thorough treatment of the various definitions
of dimension and their relationships. The later book by Falconer (1997) contains
much new material and various techniques that are of use in studying the math-
ematics of fractals with more emphasis on measures. Ruelle (1989) gives a nice
introduction to dynamical systems, which have provided much of the motivation
for the study of multifractal theory. Ellis (1985) provides a detailed account of the
theory of large deviations, and the excellent and very readable book by Abarbanel
(1995) deals with non-linear data analysis from more of a physics perspective.
I have closely followed some definitions, statements of theorems, and other text
contained in the publications listed below. Particular subsections of this book for
which copyright permissions were requested are listed: from Mandelbrot (1989),
PAGEOPH, quoted text in
x1.8; Cutler (1991),Journal of Statistical Physics,
x2.4.3,x2.7.5,x2.7.7; Holley & Waymire (1992),Annals of Applied Probability,
x6.3.2,x6.3.3,x6.3.4,x6.3.5,x6.3.11,x6.3.12,x6.3.14; Cutler (1997),Fields In-
stitute Communications,
x10.5.1(2,3),x10.5.2,x10.5.3,x10.5.4; Falconer (1990),
Wiley, Chichester, various marked extracts in Appendix A; Ellis (1984),Annals
of Probability,
xB.3.8,xB.3.14,xB.3.17; and Ellis (1985), Springer-Verlag, New
York,
xB.3.1,xB.3.4,xB.3.5,xB.3.6,xB.3.11,xB.3.15. I would like to thank the
above authors and also others whose work I have referred to in the book. The fol-
lowing figures have been adapted, with permission, from Harte (1998),Journal of
Nonlinear Science: 1.6, 1.8, 1.7, 9.3, 11.4, 11.2, 11.1 and 11.3.
This book had its beginnings in a reading group at the Victoria University of
Wellington in 1993. Members of the group were Professor David Vere-Jones, and
Drs. Robert Davies, Thomas Mikosch and Qiang Wang. We were interested in the
estimation and interpretation of ‘fractal’ dimensions, in particular, in the earth-
quake and meteorological application areas. I would like to thank all members
of the group for their help, for the many interesting hours we had trying to inter-
pret various dimension plots, and their continued interest since then. I would also
like to thank Peter Thomson for his encouragement and interest in the project,
and would particularly like to thank David Vere-Jones for his help and continued
encouragement over a number of years.
David Harte
May 2001
© 2001 by Chapman & Hall/CRC Press, LLC