If X 1 , ..., X n are random variables we denote by X (1) X (2) ... X (n) their respective order statistics. In the case where the random variables are independent and identically distributed, one may demonstrate very strong notions of dependence between any two order statistics X (i) and X ( j) . I
β¦ LIBER β¦
Bivariate symmetric statistics of long-range dependent observations
β Scribed by Herold Dehling; Murad S. Taqqu
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 661 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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## Abstract We present a multiplicative multifractal process to model traffic which exhibits longβrange dependence. Using traffic trace data captured by Bellcore from operations across local and wide area networks, we examine the interarrival time series and the packet length sequences. We also mod