Reduced long-range dependence combining Poisson bursts with on–off sources
نویسندگان
چکیده
منابع مشابه
Superposition of Markov sources and long range dependence
This paper introduces a model to study the phenomenon of long range dependence. This model consists of an infinite superposition of independent Markovian ON/OFF– sources. A condition for assuring long range dependence is given and the Hurst parameter together with the correlation decay is derived for a specific example. We also give a physical interpretation of the existing long range dependenc...
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ژورنال
عنوان ژورنال: Brazilian Journal of Probability and Statistics
سال: 2010
ISSN: 0103-0752
DOI: 10.1214/09-bjps105