arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1106.0617math.STstat.TH
收藏

结合泊松爆发和开关源的降低的长程相关性

Reduced long-range dependence combining Poisson bursts with on--off sources

David A. Rolls

摘要:

工作负载模型,使用无限源泊松模型的突发与突发活动内的开关模型相结合。爆发持续时间和开关持续时间被假定为具有无穷大方差和有限均值的重尾分布。由于突发数量是随机的,因此可以考虑基于所有源的总工作负载的随机总和的“随机中心化”来限制结果。收敛结果表明,依赖于尾部指数的开-关持续时间和寿命分布。此外,结果可以根据这些尾部指标分为不同的情况。在一种情况下,所有的分布是重尾的,它表明,极限结果是布朗运动。在另一种情况下,收敛到分数布朗运动示出,其中的赫斯特参数依赖于重尾指数的分布的开,关和突发持续时间。

英文摘要:

A workload model using the infinite source Poisson model for bursts is combined with the on--off model for within burst activity. Burst durations and on--off durations are assumed to have heavy-tailed distributions with infinite variance and finite mean. Since the number of bursts is random, one can consider limiting results based on "random centering" of a random sum for the total workload from all sources. Convergence results are shown to depend on the tail indices of both the on--off durations and the lifetimes distributions. Moreover, the results can be separated into cases depending on those tail indices. In one case where all distributions are heavy tailed it is shown that the limiting result is Brownian motion. In another case, convergence to fractional Brownian motion is shown, where the Hurst parameter depends on the heavy-tail indices of the distribution of the on, off and burst durations.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑