2009Journal of Nanjing University of Posts and TelecommunicationsRequires access

Fractional Brownian Motion Based Equivalent Capacity and Parameter Evaluation Algorithm

Yuxu Peng

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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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What this paper is about

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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Available 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.

Key concepts: Fractional Brownian motion, Hurst exponent, Estimator, Mathematics, Applied mathematics, Detrended fluctuation analysis, Brownian motion, Mathematical optimization

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