Friction induced vibration is a ubiquitous phenomenon, known from everyday life, from engineering, as well as from science. From an engineering perspective, a strong focus has been on the typical engineering scales of length and time, since it is the dynamics on these scales that is most relevant for functional design or non-functional qualities. Analogously, over the last centuries, engineering scale friction laws, following early ideas of Amontons, Coulomb, Stribeck and many others, were tremendously successful. However, the field of friction induced vibration is still plagued by severe difficulties in formulating valid and robust models to accurately predict the behavior of friction affected or friction excited systems. A hypothesis on how to make progress from the present situation might be found in the fact that both structural dynamics, as well as friction, are, by their very nature, multi-scale phenomena. The present paper thus presents some studies indicating limitations of the traditional single-scale modeling and analysis approaches in friction induced oscillations. Statistical techniques, methods from nonlinear time-series analysis, and numerical simulations are applied to investigate phenomena related to understanding friction excited dynamics as intrinsically multi-scale phenomena.