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SELFSIMILAR PROCESSES AS WEAK LIMITS
"... KRZYSZTOF BURNECKI * ( W a o n ~ w) . Abstract. Selfsimilar processes are closely connected with limit theorems for identical and in general strongly dependent variables. Moreover, since they allow heavytailed distributions and provide an additiqnal "adjusting " parameter H, they appe ..."
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KRZYSZTOF BURNECKI * ( W a o n ~ w) . Abstract. Selfsimilar processes are closely connected with limit theorems for identical and in general strongly dependent variables. Moreover, since they allow heavytailed distributions and provide an additiqnal "adjusting " parameter H
KALMAN FILTERING FOR SELFSIMILAR PROCESSES
"... In our earlier work, we introduced a class of stochastic processes obeying a structure of the form, E[X(t)X(tX)] = R(X), t, X> 0, and outlined a mathematical framework for the modeling and analysis for these processes. We referred to this class of processes as scale stationary processes. We demo ..."
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techniques and Ricatti Equations for smoothing and prediction of selfsimilar processes. 1.
SelfSimilar Processes In Communications Networks
, 1998
"... This paper reviews and discusses briefly the known definitions and properties of secondorder selfsimilar discretetime processes and supplements them with some more general conditions of selfsimilarity. A model for ATM cell traffic is presented and selfsimilarity conditions of this model are foun ..."
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This paper reviews and discusses briefly the known definitions and properties of secondorder selfsimilar discretetime processes and supplements them with some more general conditions of selfsimilarity. A model for ATM cell traffic is presented and selfsimilarity conditions of this model
THE LAMPERTI TRANSFORMATION FOR SELFSIMILAR PROCESSES
, 1997
"... In this paper we establish the uniqueness of the Lamperti transformation leading from selfsimilar to stationary processes, and conversely. We discuss #stable processes, which allow to understand better the di#erence between the Gaussian and nonGaussian cases. As a byproduct we get a natural cons ..."
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In this paper we establish the uniqueness of the Lamperti transformation leading from selfsimilar to stationary processes, and conversely. We discuss #stable processes, which allow to understand better the di#erence between the Gaussian and nonGaussian cases. As a byproduct we get a natural
LONG MEMORY AND SELFSIMILAR PROCESSES
"... Abstract. This paper is a survey of both classical and new results and ideas on long memory, scaling and selfsimilarity, both in the lighttailed and heavytailed cases. Résumé. Cet article est une synthèse de résultats et idées classiques ou nouveaux sur la longue mémoire, les changements d’échell ..."
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Abstract. This paper is a survey of both classical and new results and ideas on long memory, scaling and selfsimilarity, both in the lighttailed and heavytailed cases. Résumé. Cet article est une synthèse de résultats et idées classiques ou nouveaux sur la longue mémoire, les changements d
A brief introduction to selfsimilar processes.
, 2007
"... Selfsimilar processes are stochastic processes that are invariant in distribution under suitable scaling of time and space. These processes can be used to model many spacetime scaling random phenomena that can be observed in physics, biology and other fields. To give just a few examples let us simp ..."
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Selfsimilar processes are stochastic processes that are invariant in distribution under suitable scaling of time and space. These processes can be used to model many spacetime scaling random phenomena that can be observed in physics, biology and other fields. To give just a few examples let us
Large deviations for clocks of selfsimilar processes
, 2014
"... The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a Lévy process drifting to ∞ and its inverse, the clock of the corresponding positive selfsimilar process. We describe here asymptotical properties of these clocks in large time, extendin ..."
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The Lamperti correspondence gives a prominent role to two random time changes: the exponential functional of a Lévy process drifting to ∞ and its inverse, the clock of the corresponding positive selfsimilar process. We describe here asymptotical properties of these clocks in large time
Locally SelfSimilar Processes and Their Wavelet Analysis
"... Introduction A stochastic process Y (t) is defined as selfsimilar with selfsimilarity parameter H if for any positive stretching factor c, the distribution of the rescaled and reindexed process c Y (c t) is equivalent to that of the original process Y (t). This means for any sequence of time p ..."
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Introduction A stochastic process Y (t) is defined as selfsimilar with selfsimilarity parameter H if for any positive stretching factor c, the distribution of the rescaled and reindexed process c Y (c t) is equivalent to that of the original process Y (t). This means for any sequence of time
Evaluating selfsimilar processes for modeling Web servers
 In International Symposium on Performance Evaluation of Computer and Telecommunication Systems (SPECTS
, 2004
"... The accuracy of selfsimilar processes that are widely used to model Web server systems is evaluated using simulation. Specifically, we consider two processes with selfsimilarity from a single origin: either with a realistic selfsimilar arrival process or with a realistic servicetime distribution ..."
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The accuracy of selfsimilar processes that are widely used to model Web server systems is evaluated using simulation. Specifically, we consider two processes with selfsimilarity from a single origin: either with a realistic selfsimilar arrival process or with a realistic service
Operator SelfSimilar Processes On Banach Spaces
"... Operator SelfSimilar (OSS) stochastic processes on arbitrary Banach spaces are considered. If the family of expectations of such a process is a spanning subset of the space it is proved that the scaling family of operators of the process under consideration is a uniquely determined multiplicative g ..."
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Operator SelfSimilar (OSS) stochastic processes on arbitrary Banach spaces are considered. If the family of expectations of such a process is a spanning subset of the space it is proved that the scaling family of operators of the process under consideration is a uniquely determined multiplicative
Results 1  10
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