Article ID Journal Published Year Pages File Type
975154 Physica A: Statistical Mechanics and its Applications 2008 11 Pages PDF
Abstract

Processes with long-range dependence (LRD) have gained wide applications in many fields of science and technologies ranging from hydrology to network traffic. Two key properties of such processes are LRD that is characterized by the Hurst parameter HH and self-similarity (SS) that is measured by the fractal dimension DD. However, in the popular traffic model using fractional Gaussian noise (fGn), these two parameters are linearly related. This may be regarded as a limitation of fGn in traffic modeling from the point of view of either accurately fitting real traffic or appropriately explaining the particular multi-fractal phenomena of traffic. In this paper, we discuss recent results in traffic modeling from a view of the generalized Cauchy (GC) process. The GC process is indexed by two parameters DD and HH. The parameter DD in the GC model is independent of HH. Hence, it provides a more flexible way to describe the multi-fractal phenomena of traffic in addition to accurately modeling traffic for both short-term lags and long-term ones.

Related Topics
Physical Sciences and Engineering Mathematics Mathematical Physics
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