Variance-Time Curve for Packet Streams Generated by Exponentially Distributed ON/OFF Sources
نویسندگان
چکیده
منابع مشابه
Variance minimization for constrained discounted continuous-time MDPs with exponentially distributed stopping times
This paper deals with minimization of the variances of the total discounted costs for constrained Continuous-Time Markov Decision Processes (CTMDPs). The costs consist of cumulative costs incurred between jumps and instant costs incurred at jump epochs. We interpret discounting as an exponentially distributed stopping time. According to existing theory, for the expected total discounted costs o...
متن کاملAuthenticating real time packet streams and multicasts
In this work we propose a new stream authentication scheme that is suitable for live packet streams distributed over a lossy channel, such as an IP-multicast group. Packets are signed together in a block and the recipient can authenticate this block if the loss rate per block is lower than a certain threshold, which can be chosen based on the characteristic of the communication channel. This sc...
متن کاملPhotocounting distributions for exponentially decaying sources.
Exact photocounting distributions are obtained for a pulse of light whose intensity is exponentially decaying in time, when the underlying photon statistics are Poisson. It is assumed that the starting time for the sampling interval (which is of arbitrary duration) is uniformly distributed. The probability of registering n counts in the fixed time T is given in terms of the incomplete gamma fun...
متن کاملConsistent Variance Curve Models
We introduce equity forward variance term-structure models and derive the respective HJM-type arbitrage conditions. We then discuss finitedimensional Markovian representations of the infinite-dimensional fixed time-to-maturity forward variance swap curve and analyse examples of such variance curve functionals. The results are then applied to show that the speed of mean-reversion in standard sto...
متن کاملBounds for Frequency Estimation of Packet Streams
We consider the problem of approximating the frequency of frequently occurring elements in a stream of length n using only a memory of size m ≪ n. This models the process of gathering statistics on Internet packet streaming using a memory that is small relative to the number of classes (e.g. IP addresses) of packets. We show that when some data item a occurs αn times in a stream of length n, th...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Communications Letters
سال: 2007
ISSN: 1089-7798
DOI: 10.1109/lcomm.2007.07102331