A discrete-time ATM traffic model with long range dependence characteristics
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چکیده
This paper presents a novel discrete-time ATM traac model which exhibits a long range dependence character. The process results from the superposition of an innnite number of on/oo sources which have an increasing mean on and oo period duration. The condition under which the process has the long range dependence property is a simple function of the parameters of the on/oo sources. Moreover, the Hurst parameter of the process is given explicitly. By considering the traac model in a matrix-analytic setting, the behaviour of a queueing system with this traac as input, can be analyzed. Also the correlation structure is characterized by means of the Index of Dispersion for Counts and its limit is investigated. Numerical examples illustrate the properties of this process.
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تاریخ انتشار 1997