2002
DOI: 10.1016/s1389-1286(02)00300-6
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Fractional Lévy motion and its application to network traffic modeling

Abstract: We introduce a general non-Gaussian, self-similar, stochastic process called the fractional Lévy motion (fLm).We formally expand the family of traditional fractal network traffic models, by including the fLm process. The main findings are the probability density function of the fLm process, several scaling results related to a singleserver infinite buffer queue fed by fLm traffic, e.g., scaling of the queue length, and its distribution, scaling of the queuing delay when independent fLm streams are multiplexed,… Show more

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Cited by 69 publications
(44 citation statements)
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References 13 publications
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“…Because of this algebraic decay, they have an infinite variance so that the characteristic velocity V c , which still existed for fBm, can no longer be defined. The fLm propagator can also be computed analytically, 38,39 the result being ͑L ␣ ͓x͔ is a symmetric Lévy law of index ␣ and scale factor unity͒…”
Section: -5mentioning
confidence: 99%
“…Because of this algebraic decay, they have an infinite variance so that the characteristic velocity V c , which still existed for fBm, can no longer be defined. The fLm propagator can also be computed analytically, 38,39 the result being ͑L ␣ ͓x͔ is a symmetric Lévy law of index ␣ and scale factor unity͒…”
Section: -5mentioning
confidence: 99%
“…But in contrast to it, the successive increments dxðtÞ : ¼ xðt þ dtÞ À xðtÞ are correlated in time so that no finite typical time scale exists if H Þ 1=2. The fBm propagator can be found to be [15]:…”
mentioning
confidence: 99%
“…In contrast, the finite variance of the Gaussian sets a finite typical length scale l 2 / 2 . The fLm propagator is [15] (L ½x is a symmetric Lévy law of index and scale factor unity):…”
mentioning
confidence: 99%
“…And, there has been a recent flood of literature and discussion on the tail behavior of queue-length distribution, motivated by potential applications to the design and control by high-speed telecommunication networks( [1], [2], [3]). …”
Section: Introductionmentioning
confidence: 99%