• DocumentCode
    3646205
  • Title

    Long range dependent Markov chains with applications

  • Author

    Barlas Oğuz;Venkat Anantharam

  • Author_Institution
    Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, USA
  • fYear
    2012
  • Firstpage
    274
  • Lastpage
    280
  • Abstract
    We discuss functions of long range dependent Markov chains. We state sufficient conditions under which an instantaneous function of a long range dependent Markov chain has the same Hurst index as the underlying chain. We discuss several applications of the theorem in the fields of information theory, queuing networks, and finance.
  • Keywords
    "Markov processes","Indexes","Manganese","Source coding","Reactive power","Random processes"
  • Publisher
    ieee
  • Conference_Titel
    Information Theory and Applications Workshop (ITA), 2012
  • Print_ISBN
    978-1-4673-1473-2
  • Type

    conf

  • DOI
    10.1109/ITA.2012.6181789
  • Filename
    6181789
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3646205