Title :
Mixed fractional Brownian motion: some related questions for computer network traffic modeling
Author_Institution :
Anal. Center, Russian Acad. of Sci., Moscow
Abstract :
In this paper we study the mixed fractional Brownian motion and some related questions of its application to computer network traffic modeling. We show some of its basic properties, the method of its sample paths simulation and the estimation of the parameters. The effectiveness of both simulation method and estimation procedure are proved by Monte Carlo simulation.
Keywords :
Brownian motion; Monte Carlo methods; computer networks; parameter estimation; telecommunication traffic; Monte Carlo simulation; computer network traffic modeling; mixed fractional Brownian motion; parameter estimation; Brownian motion; Communication system traffic control; Computational modeling; Computer networks; Fractals; Mathematical model; Signal processing; Telecommunication traffic; Traffic control; Yttrium; Mixed fractional Brownian motion; modeling; self-similar process estimation;
Conference_Titel :
Signals and Electronic Systems, 2008. ICSES '08. International Conference on
Conference_Location :
Krakow
Print_ISBN :
978-83-88309-47-2
Electronic_ISBN :
978-83-88309-52-6
DOI :
10.1109/ICSES.2008.4673446
