Long Range Dependence And Self Similarity


Long Range Dependence And Self Similarity
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Long Range Dependence


Long Range Dependence
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Author : Gennady Samorodnitsky
language : en
Publisher: Now Publishers Inc
Release Date : 2007

Long Range Dependence written by Gennady Samorodnitsky and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.


Long Range Dependence is a wide ranging survey of the ideas, models and techniques associated with the notion of long memory. It will serve as an invaluable reference source for researchers studying long range dependence, for those building long memory models, and for people who are trying to detect the possible presence of long memory in data.



Long Range Dependence And Self Similarity


Long Range Dependence And Self Similarity
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Author : Vladas Pipiras
language : en
Publisher: Cambridge University Press
Release Date : 2017-04-18

Long Range Dependence And Self Similarity written by Vladas Pipiras and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-18 with Business & Economics categories.


A modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.



Theory And Applications Of Long Range Dependence


Theory And Applications Of Long Range Dependence
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Author : Paul Doukhan
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-12-13

Theory And Applications Of Long Range Dependence written by Paul Doukhan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-12-13 with Mathematics categories.


The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.



Long Range Dependent Processes Theory And Applications


Long Range Dependent Processes Theory And Applications
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Author : Ming Li
language : en
Publisher: Frontiers Media SA
Release Date : 2022-12-05

Long Range Dependent Processes Theory And Applications written by Ming Li and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-05 with Science categories.




Stochastic Processes And Long Range Dependence


Stochastic Processes And Long Range Dependence
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Author : Gennady Samorodnitsky
language : en
Publisher: Springer
Release Date : 2016-11-09

Stochastic Processes And Long Range Dependence written by Gennady Samorodnitsky and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-09 with Mathematics categories.


This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long memory). The text is organized around the probabilistic properties of stationary processes that are important for determining the presence or absence of long memory. The first few chapters serve as an overview of the general theory of stochastic processes which gives the reader sufficient background, language, and models for the subsequent discussion of long memory. The later chapters devoted to long memory begin with an introduction to the subject along with a brief history of its development, followed by a presentation of what is currently the best known approach, applicable to stationary processes with a finite second moment. The book concludes with a chapter devoted to the author’s own, less standard, point of view of long memory as a phase transition, and even includes some novel results. Most of the material in the book has not previously been published in a single self-contained volume, and can be used for a one- or two-semester graduate topics course. It is complete with helpful exercises and an appendix which describes a number of notions and results belonging to the topics used frequently throughout the book, such as topological groups and an overview of the Karamata theorems on regularly varying functions.



Fractals In Engineering


Fractals In Engineering
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Author : Jacques Lévy-Véhel
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-06

Fractals In Engineering written by Jacques Lévy-Véhel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-06 with Technology & Engineering categories.


The application of fractals in the engineering sciences is evolving swiftly and the editors have turned to Springer for the third time to bring you the latest research emerging from the rapid growth in techniques available for the employment of the ideas of fractals and complexity to a variety of disciplines in and associated with the engineering field. The strong potential of this research can be seen in real industrial situations with recent progress being made in areas such as chemical engineering, internet traffic, physics and finance. Image processing continues to be a major field of application for fractal analysis and is well-represented here. It is important to note that the applications models are presented with a firm basis in theoretical argument, the qualitative observation of fractal phenomena no longer being sufficient. Consisting of papers written by a world-wide pool of experts, the multidisciplinary approach of this third volume will be of particular interest to industrial researchers and practitioners as well as to academics from many backgrounds. Fractals in Engineering: New Trends in Theory and Applications continues the publication of engineering-related research in fractal techniques begun in Fractals in Engineering and Fractals: Theory and Applications in Engineering (Springer London 1997 and 1999).



Computer Networks


Computer Networks
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Author : Piotr Gaj
language : en
Publisher: Springer
Release Date : 2015-05-27

Computer Networks written by Piotr Gaj and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-05-27 with Computers categories.


This book constitutes the thoroughly refereed proceedings of the 22st International Conference on Computer Networks, CN 2015, held in Brunów, Poland, in June 2015. The 42 revised full papers presented were carefully reviewed and selected from 79 submissions. The papers in these proceedings cover the following topics: computer networks, distributed computer systems, communications and teleinformatics.



Self Similar Processes In Telecommunications


Self Similar Processes In Telecommunications
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Author : Oleg Sheluhin
language : en
Publisher: John Wiley & Sons
Release Date : 2007-03-13

Self Similar Processes In Telecommunications written by Oleg Sheluhin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-03-13 with Technology & Engineering categories.


For the first time the problems of voice services self-similarity are discussed systematically and in detail with specific examples and illustrations. Self-Similar Processes in Telecommunications considers the self-similar (fractal and multifractal) models of telecommunication traffic and efficiency based on the assumption that its traffic has fractal or multifractal properties (is self-similar). The theoretical aspects of the most well-known traffic models demonstrating self-similar properties are discussed in detail and the comparative analysis of the different models’ efficiency for self-similar traffic is presented. This book demonstrates how to use self-similar processes for designing new telecommunications systems and optimizing existing networks so as to achieve maximum efficiency and serviceability. The approach is rooted in theory, describing the algorithms (the logical arithmetical or computational procedures that define how a task is performed) for modeling these self-similar processes. However, the language and ideas are essentially accessible for those who have a general knowledge of the subject area and the advice is highly practical: all models, problems and solutions are illustrated throughout using numerous real-world examples. Adopts a detailed, theoretical, yet broad-based and practical mathematical approach for designing and operating numerous types of telecommunications systems and networks so as to achieve maximum efficiency Places the subject in context, describing the current algorithms that make up the fractal or self-similar processes while pointing to the future development of the technology Offers a comparative analysis of the different types of self-similar process usage within the context of local area networks, wide area networks and in the modeling of video traffic and mobile communications networks Describes how mathematical models are used as a basis for building numerous types of network, including voice, audio, data, video, multimedia services and IP (Internet Protocol) telephony The book will appeal to the wide range of specialists dealing with the design and exploitation of telecommunication systems. It will be useful for the post-graduate students, lecturers and researchers connected with communication networks disciplines.



Multi Fractal Traffic And Anomaly Detection In Computer Communications


Multi Fractal Traffic And Anomaly Detection In Computer Communications
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Author : Ming Li
language : en
Publisher: CRC Press
Release Date : 2023-01-09

Multi Fractal Traffic And Anomaly Detection In Computer Communications written by Ming Li and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-01-09 with Computers categories.


This book provides a comprehensive theory of mono- and multi-fractal traffic, including the basics of long-range dependent time series and 1/f noise, ergodicity and predictability of traffic, traffic modeling and simulation, stationarity tests of traffic, traffic measurement and the anomaly detection of traffic in communications networks. Proving that mono-fractal LRD time series is ergodic, the book exhibits that LRD traffic is stationary. The author shows that the stationarity of multi-fractal traffic relies on observation time scales, and proposes multi-fractional generalized Cauchy processes and modified multi-fractional Gaussian noise. The book also establishes a set of guidelines for determining the record length of traffic in measurement. Moreover, it presents an approach of traffic simulation, as well as the anomaly detection of traffic under distributed-denial-of service attacks. Scholars and graduates studying network traffic in computer science will find the book beneficial.



Networking 2000 Broadband Communications High Performance Networking And Performance Of Communication Networks


Networking 2000 Broadband Communications High Performance Networking And Performance Of Communication Networks
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Author : Guy Pujolle
language : en
Publisher: Springer
Release Date : 2003-06-29

Networking 2000 Broadband Communications High Performance Networking And Performance Of Communication Networks written by Guy Pujolle and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-06-29 with Computers categories.


This was the first conference jointly organized by the IFIP Working Groups 6. 2, 6. 3, and 6. 4. Each of these three Working Groups has its own established series of conferences. Working Group 6. 2 sponsors the Broadband Communications series of conferences (Paris 1995, Montreal 1996, Lisboa 1997, Stuttgart 1998, and Hong-Kong 1999). Working Group 6. 3 sponsors the Performance of Communication Systems series of conferences (Paris 1981, Zürich 1984, Rio de Janeiro 1987, Barcelona 1990, Raleigh 1993, Istanbul 1995, and Lund 1998). Working Group 6. 4 sponsors the High Performance Networking series of conferences (Aaren 1987, Liège 1988, Berlin 1990, Liège 1992, Grenoble 1994, Palma 1995, New York 1997, Vienna 1998). It is expected that this new joint conference will take place every two years. In view of the three sponsoring Working Groups, there were three separate tracks, one per Working Group. Each track was handled by a different co chairman. Specifically, the track of Working Group 6. 2 was handled by Ulf Körner, the track of Working Group 6. 3 was handled by Ioanis Stavrakakis, and the track of Working Group 6. 4 was handled by Serge Fdida. The overall program committee chairman was Harry Perros, and the general conference chairman was Guy Pujolle. A total of 209 papers were submitted to the conference of which 82 were accepted. Each paper was submitted to one of the three tracks.