Markov chain-based method for generating long-range dependence
نویسندگان
چکیده
منابع مشابه
A Markov Chain based method for generating long-range dependence
This paper describes a model for generating time series which exhibit the statistical phenomenon known as long-range dependence (LRD). A Markov modulated process based on an infinite Markov chain is described. The work described is motivated by applications in telecommunications where LRD is a known property of time series measured on the Internet. The process can generate a time series exhibit...
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15 صفحه اولMethod for generating long-range correlations for large systems.
Recently, the study of physical systems displaying longrange power-law correlation has attracted considerable attention. Long-range correlations have been found in a wide number of systems, including biological, physical, economical, geological, and urban systems @1#. Attempts to study and characterize such systems are often based on numerical methods to generate correlated noise @2,3#. One of ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2005
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.72.026118