Article ID: | iaor20003227 |
Country: | United States |
Volume: | 14 |
Issue: | 3 |
Start Page Number: | 735 |
End Page Number: | 761 |
Publication Date: | May 1998 |
Journal: | Communications in Statistics - Stochastic Models |
Authors: | Ryu B., Lowen S.B. |
Self-similar processes based on fractal point processes (FPPs) provide natural and attractive network traffic models. We show that the point process formulation yields a wide range of FPPs which in turn yield a diversity of parsimonious, computationally efficient, and highly practical asymptotic second-order self-similar processes. Using this framework, we show that the relevant second-order fractal characteristics such as long-range dependence (LRD), slowly-decaying variance, and 1/