The authors investigate effective bandwidth estimation and Quality of Service (QoS) aware bandwidth provisioning for multifractal network traffic flows. They develop a novel adaptive wavelet-based multifractal model (AWMM) by using properties of the wavelet coefficients of multifractal cascade processes. The proposed AWMM has real-time updating capability and proves to be efficient in capturing...

In this paper, we analyze the queueing performance in terms of loss rate of an OFDM (orthogonal frequency-division multiplexing)/TDMA (time division multiplexing access) based wireless system taking into account the multifractal behavior of the wireless traffic flows. To this end, first, we show evidences of multifractal characteristics on wireless traffic traces. These findings motivated us to...

The search for more realistic modeling of financial time series reviews several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifr...

The coupling of hydrological distributed models to numerical weather prediction outputs is an important issue for hydrological applications such as forecasting of flood events. Downscaling meteorological predictions to the hydrological scales requires the resolution of two fundamental issues regarding precipitation, namely, (1) understanding the statistical properties and scaling laws of rainfa...

The multifractal scaling exponents are calculated for the critical wave function of a two-dimensional Dirac fermion in the presence of a random magnetic field. It is shown that the problem of calculating the multifractal spectrum maps into the thermodynamics of a static particle in a random potential. The multifractal exponents are simply given in terms of thermodynamic functions, such as free ...

The discovery of long-range dependence (a kind of asymptotic fractal scaling) in packet data from LANs and WANs, was followed by further work detailing evidence for multifractal behaviour in TCP/IP traffic in WANs. In terms of networking however, physical mechanisms for such behaviour have never been convincingly demonstrated, leaving open the question of whether multifractal traffic models are...

We study numerically multifractal properties of two models of one-dimensional quantum maps: a map with pseudointegrable dynamics and intermediate spectral statistics and a map with an Anderson-like transition recently implemented with cold atoms. Using extensive numerical simulations, we compute the multifractal exponents of quantum wave functions and study their properties, with the help of tw...

Multifractal scaling analysis is applied to the growing surfaces of random deposition model. The effect of number of deposited particles and lattice size on multifractal spectra is studied. Three cases of the growing surfaces are considered: (1) Same total number of particles deposited on different square lattice so that the number of particles deposited per surface site is different. (2) Diffe...

The apparent`fractal' properties of TCP data traac have recently attracted considerable interest. Most prominently, fractional Brownian motion (FBM) has been used to model the long range dependence of traac traces through self-similarity. Traac being by nature a process of positive increments, though, a multifractal approach appears more natural. In this study, various traces of TCP traac have ...

We build a multifractal object and use it as a support to study perco-lation. We identify some differences between percolation in a multifractal and in a regular lattice. We use many samples of finite size lattices and draw the histogram of percolating lattices against site occupation probability. Depending on a parameter characterizing the multifractal and the lattice size, the histogram can h...