correlation dimension means: A Fractal Dimension estimation The probability of two random points being chosen to be Within a set distance from each other and how they interact The distance increases the probability of a change in probability. It will be filled with white noise Because its components have no correlation, its correlation is not possible Dimension is the same as any dimension in which it is located. A Correlations will hold the dependent system together. It will retain its dimensions regardless of the embedding dimension. In, so long as its fractal dimension is larger than it. (in Stock Market Dictionary)