Multi-fractional generalized Cauchy process and its application to teletraffic

DOI10.1016/j.physa.2019.123982OpenAlexW2999530202WikidataQ126398365 ScholiaQ126398365MaRDI QIDQ2136787

Ming Li

Publication date: 12 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2019.123982

zbMATH Keywords

fractal dimensionlong-range dependenceHurst parameterlocal self-similaritygeneralized Cauchy processteletraffic

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Self-similar stochastic processes (60G18) Fractals (28A80) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Statistical mechanics, structure of matter (82-XX)

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Uses Software

• longmemo

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