Fast simulation of self-similar and correlated processes (Q991165): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Wavelet analysis of long-range-dependent traffic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4865042 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3883242 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Queueing at large resources driven by long-tailed \(M/G/\infty\)-modulated processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(M/G/\infty\) system revisited: finiteness, summability, long range dependence, and reverse engineering / rank
 
Normal rank
Property / cites work
 
Property / cites work: How heavy-tailed distributions affect simulation-generated time averages / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long memory relationships and the aggregation of dynamic models / rank
 
Normal rank
Property / cites work
 
Property / cites work: FAST, EFFICIENT ON-LINE SIMULATION OF SELF-SIMILAR PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Impact of Autocorrelation on Queuing Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the use of self-similar processes in network simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: ESTIMATION AND SIMULATION OF FRACTAL STOCHASTIC POINT PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small and large time scale analysis of a network traffic model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A storage model with self-similar input / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5715111 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On fast generation of fractional Gaussian noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Self-similar communication models and very heavy tails. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A multifractal wavelet model with application to network traffic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point process models for self-similar network traffic, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: On improving the efficiency of an M/G/\(\infty \) generator of correlated traces / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new heavy-tailed discrete distribution for LRD M/G/∞ sample generation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and information in stationary time series / rank
 
Normal rank

Latest revision as of 03:21, 3 July 2024

scientific article
Language Label Description Also known as
English
Fast simulation of self-similar and correlated processes
scientific article

    Statements

    Fast simulation of self-similar and correlated processes (English)
    0 references
    2 September 2010
    0 references
    persistent correlations
    0 references
    \(M/G/\infty \) process
    0 references
    efficient on-line generation
    0 references
    numerical examples
    0 references
    computational complexity
    0 references
    sequential pseudo-random number generator
    0 references
    Gaussian self-similar time series
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references