Article ID: | iaor20003041 |
Volume: | 31 |
Issue: | 1 |
Start Page Number: | 254 |
End Page Number: | 277 |
Publication Date: | Mar 1999 |
Journal: | Advances in Applied Probability |
Authors: | Yao David D., Chang Cheng-Shang, Zajic Tim |
Keywords: | queues: theory, markov processes |
Long-range dependence has been recently asserted to be an important characteristic in modeling telecommunications traffic. Inspired by the integral relationship between the fractional Brownian motion and the standard Brownian motion, we model a process with long-range dependence,