Paper Info
Title
An Application of Superpositions of two state Markovian Sources to the Modelling of Self-similar Behaviour
Abstract
We present a modelling framework and a fitting method for modelling second order self-similar behaviour with the Markovian Arrival Process (MAP). The fitting method is based on fitting to the auto-correlation function of counts for a second order self-similar process. It is shown that with this fitting algorithm it is possible closely to match the auto-correlation function of counts for a second order self-similar process over 3-5 time-scales with 8-16 state MAPs with a very simple structure i.e. a superposition of 3 respectively 4 Interrupted Poisson Processes (IPP) and a Poisson process. The fitting method seems to work well over the entire range of the Hurst parameter.
Year
DOI
Venue
1997
10.1109/INFCOM.1997.635130
INFOCOM
Keywords
Field
DocType
fitting method,self-similar behaviour,markovian arrival process,fitting algorithm,auto-correlation function,hurst parameter,poisson process,order self-similar process,interrupted poisson processes,state markovian sources,modelling framework,order self-similar behaviour,second order,packet switching,poisson distribution,network performance,markov processes,local area networks,brownian motion,mathematical model,self similar process,autocorrelation function,superposition
Statistical physics,Fitting algorithm,Mathematical optimization,Superposition principle,Markov process,Hurst exponent,Markovian arrival process,Poisson distribution,Brownian motion,Mathematics,Distributed computing,Autocorrelation
Conference
ISSN
ISBN
Citations 
0743-166X
0-8186-7780-5
15
PageRank 
References 
Authors
2.00
10
2
Name
Order
Citations
PageRank
Allan T. Andersen1294.34
Bo Friis Nielsen24510.84