- Noise - Driven Poisson Process
نویسندگان
چکیده
Tra c using the Fractal-Shot-Noise-Driven Poisson Process Bong K. Ryu and Steven B. Lowen Department of Electrical Engineering and Center for Telecommunications Research Columbia University, New York, NY 10027, U.S.A. fryu, [email protected] Abstract Presented in this paper is the fractal-shot-noisedriven Poisson process (FSNDP), a self-similar process which permits parsimonious modeling, e cient simulation, and tractable queueing analysis. We provide a modeling application of the FSNDP in which it is employed to characterize empirical data that exhibit fractal behavior. We also provide an e cient simulation algorithm which permits generation of very large sets of fractal arrivals in a reasonable time. Finally, we discuss the applicability of the FSNDP to queueing analysis which permits worst-case performance analysis of DSP=GI=1 queues. keywords: tra c modeling and simulation, fractal point processes, long-range dependence, DSP=GI=1
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