Fractional Brownian Motion Based Equivalent Capacity and Parameter Evaluation Algorithm
Yuxu Peng
Abstract
Yuxu Peng
Abstract
A novel Fractional Brownian Motion(FBM) based equivalent capacity evaluation and relative parameter computing algorithms are brought forward.Firstly,the mathematic definitions of the ON/OFF source are given.Then FBM based equivalent capacity evaluation formula is deduced.Because of the great importance of the Hurst parameter,an enhanced wavelet-based estimator of the Hurst parameter is proposed.The simulation shows that the algorithms proposed in this paper are superior to those currently used.
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A novel Fractional Brownian Motion(FBM) based equivalent capacity evaluation and relative parameter computing algorithms are brought forward.Firstly,the mathematic definitions of the ON/OFF source are given.Then FBM based equivalent capacity evaluation formula is deduced.Because of the great importance of the Hurst parameter,an enhanced wavelet-based estimator of the Hurst parameter is proposed.The simulation shows that the algorithms proposed in this paper are superior to those currently used.
Key concepts: Fractional Brownian motion, Hurst exponent, Estimator, Mathematics, Applied mathematics, Detrended fluctuation analysis, Brownian motion, Mathematical optimization