A correlation-based computational model for synthesizing long-range dependent data.

DOI10.1016/j.jfranklin.2003.09.002zbMath1051.93095WikidataQ59204160 ScholiaQ59204160MaRDI QIDQ1428211

Ming Li, Chi-Hung Chi

Publication date: 14 March 2004

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2003.09.002

zbMATH Keywords

Brownian motion; Fourier analysis; Hurst parameter; Stationary process; Fractional Gaussian noise; Filters; Long-range dependent data generation; Teletraffic

Mathematics Subject Classification ID

60G15: Gaussian processes

60G10: Stationary stochastic processes

93E03: Stochastic systems in control theory (general)

Related Items

MODELING NETWORK TRAFFIC USING CAUCHY CORRELATION MODEL WITH LONG-RANGE DEPENDENCE, Fractal time series -- A tutorial review, Specific differential equations for generating pulse sequences, Variance bound of ACF estimation of one block of fGn with LRD, A fractional linear system view of the fractional Brownian motion

Uses Software

• longmemo

Cites Work

• Asymptotic analysis. Reprint
• Fractal correlation in heterogeneous systems
• Two direct Tustin discretization methods for fractional-order differentiator/integrator.
• Self-similar processes in communications networks
• Spectral representation of fractional Brownian motion in n dimensions and its properties
• Discretization schemes for fractional-order differentiators and integrators
• Fractional Brownian Motions, Fractional Noises and Applications
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