Title :
An efficient method for simulating fractional stable motion
Author :
Wu, Wei Biao ; Michailidis, George ; Zhang, Danlu
Author_Institution :
Dept. of Stat., Chicago Univ., IL, USA
Abstract :
An efficient methodology for simulating paths of fractional stable motion is presented. The proposed approach is based on invariance principles for linear processes. A detailed analysis of the error terms involved is given and the performance of the method is assessed through an extensive simulation study.
Keywords :
digital simulation; telecommunication computing; telecommunication traffic; error terms; fractional stable motion simulation; invariance principles; linear processes; network simulations; network traffic; performance; Covariance matrix; Gaussian noise; Proposals; Random variables; Stochastic resonance; Technological innovation; Wavelet coefficients; Wavelet transforms; White noise;
Conference_Titel :
Simulation Conference, 2002. Proceedings of the Winter
Print_ISBN :
0-7803-7614-5
DOI :
10.1109/WSC.2002.1166496
