DocumentCode
3368456
Title
Mixed fractional Brownian motion: some related questions for computer network traffic modeling
Author
Filatova, Daria
Author_Institution
Anal. Center, Russian Acad. of Sci., Moscow
fYear
2008
fDate
14-17 Sept. 2008
Firstpage
393
Lastpage
396
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ICSES.2008.4673446
Filename
4673446
Link To Document