نتایج جستجو برای: range dependence

تعداد نتایج: 806203  

1999
Béatrice Pesquet-Popescu Jean-Christophe Pesquet

In this paper, we propose an -stable 2D extension of the 1D fractional Gaussian noise. The considered model exhibits long-range dependence properties, while its stability index allows us to control the degree of spikyness of the synthesized fields. A least square method for the estimation of the three parameters of this model is also described and its performances are evaluated by a Monte Carlo...

1999
Matthew Roughan Darryl Veitch

Recent measurements of various types of network traac have shown evidence consistent with long-range dependence and self-similarity. However, an alternative explanation for these measurements is non-stationarity in the data. Standard estimators of LRD parameters such as the Hurst parameter H assume stationarity and are susceptible to bias when this assumption does not hold. Hence LRD may be ind...

2003
Lei Yao Mircea Agapie J. Ganbar Milos Doroslovacki

♣ This research was sponsored by WorldCom, Inc. Abstract—We report the first statistical analysis of Internet backbone traffic, based on traces with levels of aggregation 10 times larger and timestamp accuracy 1000 times better than in previous studies. We analyze the first three moments, marginal distributions and correlation structures of packet size, packet inter-arrival time, byte count and...

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