Fractional Brownian motion and data tra c modeling

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Tcp Traac Is Multifractal: a Numerical Study

The apparent fractal properties of TCP data tra c have recently attracted con siderable interest Most prominently fractional Brownian motion FBM has been used to model the long range dependence of tra c traces through self similarity Tra c being by nature a process of positive increments though a multifractal ap proach appears more natural In this study various traces of TCP tra c have been ana...

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

Simulation Modeling of Self-Similarity in Network Traffic

A new technique is proposed for synthesizing network packet arrival streams. The technique is a variation on the midpoint subdivision approach to generating sample paths of a stochastic process that exhibits fractional Brownian motion. The new technique and two others are compared in their ability to generate parameterized, stochastically-equivalent synthetic arrival streams. Simulation studies...

Multiplicative multifractal modelling of long-range-dependent network traffic

We present a multiplicative multifractal process to model tra$c which exhibits long-range dependence. Using tra$c trace data captured by Bellcore from operations across local and wide area networks, we examine the interarrival time series and the packet length sequences.We also model the frame size sequences of VBR video tra$c process. We prove a number of properties of multiplicative multifrac...