In this paper, we propose an approach to estimate the byte loss probability in computer network links considering multifractal properties of traffic flows. More specifically, we obtain a mathematical expression for the loss probability for finite buffer servers fed by multifractal traffic flows. The proposed approach is based on the Many Sources theory and on the multiplicative cascade based mu...

Long memory (long-term dependence) of volatility counts as one of the ubiquitous stylized facts of financial data. Inspired by the long memory property, multifractal processes have recently been introduced as a new tool for modeling financial time series. In this paper, we propose a parsimonious version of a bivariate multifractal model and estimate its parameters via both maximum likelihood an...

We report on a comparison of high-resolution numerical simulations of Lagrangian particles advected by incompressible turbulent hydro-and magne-tohydrodynamic (MHD) flows. Numerical simulations were performed with up to 1024 3 collocation points and 10 million particles in the Navier-Stokes case and 512 3 collocation points and 1 million particles in the MHD case. In the hydrodynamics case our ...

We address the statistical modeling of solar images provided by the Extreme ultraviolet Imaging Telescope (EIT) onboard the Solar and Heliospheric Observatory (SoHO, a joint ESA/NASA mission). We focus in particular on the less structured regions, the “Quiet Sun”. We first review on a brief historical viewpoint on multifractal processes for physical modeling. Then we present a multifractal anal...

Source traac streams as well as aggre-gated traac ows often exhibit long-range-dependent (LRD) properties. In this paper, we model each traac stream component through the multiplicative multi-fractal counting process traac model. We prove that the superposition of a nite number of multiplicative multifractal traac streams results in another multi-fractal stream. This property makes the multifra...

In this Letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This algorithm is able to discriminate the presence of fractal and multifractal structures in recorded time sequences. We have confirmed that turbulence-degraded stellar...

This paper presents a multifractal analysis of EcoSim, a large evolving ecosystem simulation. Multifractal analysis of ecosystem time series using the Rényi fractal dimension spectrum demonstrates a self-similarity characteristic for a complex ecosystem. Results suggest the applicability of Rényi dimensions spectra to individuals' spatial distribution characterization for modeling empirical dat...

This paper reviews the multifractal wavelet model (MWM) and its applications to network traf£c modeling and inference. The discovery of the fractal nature of traf£c has made new models and analysis tools for traf£c essential, since classical Poisson and Markov models do not capture important fractal properties like multiscale variability and burstiness that deleteriously affect performance. Set...

this paper shows how multifractal analysis can be used to characterize the spatial distribution of epicenters in the zagros and alborz-kopeh dagh regions of iran. the main multifractal characteristics, dq, f(αq), τq, αq and a set of multifractal parameters defined from the shape of the f(αq)-spectrum including the width of f(αq)-spectrum, nonuniformity factor, combined parameter, coefficients o...

soil particle-size distribution (psd) is one of the most important physical attributes due to its great influence on soil physical, chemical, and biological properties. water infiltration rate, land-use change, soil erosion, and biological soil crusts (bscs) may influence psd in a soil. the multifractal measures were useful tools in characterization of psd in soils. the objective of the current...