DocumentCode
2963533
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
Volume
2
fYear
2002
fDate
8-11 Dec. 2002
Firstpage
1958
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Simulation Conference, 2002. Proceedings of the Winter
Print_ISBN
0-7803-7614-5
Type
conf
DOI
10.1109/WSC.2002.1166496
Filename
1166496
Link To Document