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Multiscale probability density function analysis: non-Gaussian and scale-invariant fluctuations of healthy human
Ken Kiyono1, Zbigniew R Struzik, Naoko Aoyagi
1Educational Physiology Laboratory, Graduate School of Education, The University of Tokyo, Japan.
Abstract:
For a detailed characterization of intermittency and non-Gaussianity of human heart rate, we introduce an analysis method to investigate the deformation process of the probability density function (PDF) of detrended increments when going from fine to coarse scales. To characterize the scale dependence of the multiscale PDF, we use two methods: 1) calculation of Kullback-Leibler relative entropy; 2) parameter estimation based on Castaing's equation (B. Castaing et al, 1990). We compare scale-dependence of the increment PDFs between actual heart rate fluctuations and artificially generated Gaussian and non-Gaussian noise, including a widely used autoregressive model and a recently proposed multifractal model based on a random cascade process. Our analysis highlights an essential difference between heart rate fluctuations and those generated by other models. The outstanding feature of human heart rate is the robust scale-invariance of the non-Gaussian PDF, which is preserved not only in a quiescent condition, but also in a dynamic state during waking hours, in which the mean level of heart rate is dramatically changing. Our results strongly suggest the need for revising existing models of heart rate variability to incorporate the scale-invariance in the PDF.

