Constructing a correlated sequence of matrix exponentials with invariant first-order properties

Constructing a correlated sequence of matrix exponentials with invariant first-order properties

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Article ID: iaor20021942
Country: Netherlands
Volume: 28
Issue: 1
Start Page Number: 27
End Page Number: 34
Publication Date: Feb 2001
Journal: Operations Research Letters
Authors:
Abstract:

In this paper, we demonstrate a method for developing analytic Markovian traffic sources in which the correlation structure can be arbitrarily constructed leaving the marginals invariant. We construct a simple model based on empirical data sets and show the effects of changing the autocorrelation on the behavior of network traffic.

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