Fast simulation of self-similar and correlated processes
DOI10.1016/J.MATCOM.2010.01.010zbMATH Open1196.65034OpenAlexW1990446287MaRDI QIDQ991165FDOQ991165
Authors: M. E. Sousa-Vieira, J. C. López-Ardao, Andrés Suárez-González, Cándido López-García, Manuel Fernández-Veiga, Raúl F. Rodríguez-Rubio 
Publication date: 2 September 2010
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2010.01.010
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computational complexitynumerical examplesefficient on-line generationpersistent correlations\(M/G/\infty \) processGaussian self-similar time seriessequential pseudo-random number generator
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random number generation in numerical analysis (65C10) Complexity and performance of numerical algorithms (65Y20)
Cites Work
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Cited In (11)
- Improved generator of long-memory processes
- Fast simulation of broadband telecommunications networks carrying long-range dependent bursty traffic
- A correlation-based computational model for synthesizing long-range dependent data.
- Fast synthesis of persistent fractional Brownian motion
- Generation of self-similar processes for simulation studies of telecommunication networks
- GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES
- On improving the efficiency of an M/G/\(\infty \) generator of correlated traces
- Efficient parameter estimation for self-similar processes
- Methods of simulation queueing systems with heavy tails
- Fast FILTERSIM simulation with score-based distance
- Fast simulations of stochastic dynamical systems
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