central and non-central limit theorems for long-range dependent series, and the limiting Hermite processes; fractional Brownian motion and its stochastic calculus; several celebrated decompositions of fractional Brownian motion; multidimensional models for long-range dependence and self-similarity; and maximu...
In this extended abstract, we make a first step towards a systematic approach in estimating self-similarity and long-range dependence. We present SELFIS, a javabased tool that will automate the self-similarity analysis. To our knowledge, our software tool is the first attempt...
"Self-similarity and long-range dependence through the wavelet lens". Preprint, (2000).P. Abry, P. Flandrin, M.S. Taqqu, D. Veitch, Self-similarity and long-range dependence through the wavelet lens, in: P. Doukhan, G. Oppenheim, M.S. Taqqu (Eds.), Long Range Dependence: Theory...
Long-range dependence (LRD) and non-Gaussianity are ubiquitous in many natural systems such as ecosystems, biological systems and climate. However, it is not always appreciated that the two phenomena may occur together in natural systems and that self-similarity in a system can be a superposition...
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Self-similarity and scaling phenomena have dominated Internet traffic analysis for the past decade. With the identification of long-range dependence (LRD) in network traffic, the research community has undergone a mental shift from Poisson and memory-less processes to LRD and bursty processes. Despite...
Self-similarity and scaling phenomena have dominated Internet traffic analysis for the past decade.With the identification of long-range dependence (LRD) in network traffic, the research community has undergone a mental shift from Poisson and memory-less processes to LRD and bursty processes. Despite...
Previous measurements of various types of network traffic have shown evidence consistent with long-range dependence and self-similarity. However, an altern... M Roughan,D Veitch - IEEE 被引量: 119发表: 1999年 LONG-RANGE DEPENDENCE, NON-LINEARITY AND TIME IRREVERSIBILITY A rather general class of...
Self-similar processes are indeed invariant under suitable scaling of space and time. In this study, we show that long-range dependence is an inherent feature of the seismic process, and is universal. Examination of series of cumulative seismic moment both in Italy and worldwide through Hurst’...
Modeling and analysis of self-similar traffic source based on fractal-binomial-noise-driven Poisson process This article explores the short-range dependence (SRD) and the long-range dependence (LRD) of self-similar traffic generated by the fractal-binomial-noise-... D Zhang,M Zhang,YE Pei-Da ...