A novel approach to estimating Hurst parameter for self-similar traffic

2005 ◽  
Author(s):  
Di Zhang ◽  
Min Zhang ◽  
Peida Ye
Fractals ◽  
1997 ◽  
Vol 05 (01) ◽  
pp. 153-168 ◽  
Author(s):  
Rudolf H. Riedi ◽  
Istvan Scheuring

In the study of the involved geometry of singular distributions, the use of fractal and multifractal analysis has shown results of outstanding significance. So far, the investigation has focussed on structures produced by one single mechanism which were analyzed with respect to the ordinary metric or volume. Most prominent examples include self-similar measures and attractors of dynamical systems. In certain cases, the multifractal spectrum is known explicitly, providing a characterization in terms of the geometrical properties of the singularities of a distribution. Unfortunately, strikingly different measures may possess identical spectra. To overcome this drawback we propose two novel methods, the conditional and the relativemultifractal spectrum, which allow for a direct comparison of two distributions. These notions measure the extent to which the singularities of two distributions 'correlate'. Being based on multifractal concepts, however, they go beyond calculating correlations. As a particularly useful tool, we develop the multifractal formalism and establish some basic properties of the new notions. With the simple example of Binomial multifractals, we demonstrate how in the novel approach a distribution mimics a metric different from the usual one. Finally, the applications to real data show how to interpret the spectra in terms of mutual influence of dense and sparse parts of the distributions.


2021 ◽  
Author(s):  
Ginno Millán

An hypothesis for the existence of a process with long term memory structure, that represents the independence between the degree of randomness of the traffic generated by the sources and the pattern of traffic stream exhibited by the network is presented, discussed and developed. This methodology is offered as a new and alternative way of approaching the estimation of performance and the design of computer networks ruled by the standard IEEE 802.3-2005.


Author(s):  
Homero Toral-Cruz ◽  
Deni Torres-Román ◽  
Leopoldo Estrada-Vargas

Our studies have revealed that VoIP jitter can be modeled by self-similar processes, and through a decomposition based on Haar wavelet it is shown a possible reason of the presence of long range dependence (LRD) in VoIP jitter. On the other hand, we used a description of VoIP packet loss based on microscopic and macroscopic packet loss behaviors, where these behaviors can be modeled by 2-state and 4-state Markov chains, respectively. Besides, the distributions of the number of consecutive received and lost packets (namely gap and burst, respectively) are modeled from the transition probabilities of 2-state and 4-state Markov chains. Based on the above mentioned description, we presented a methodology for simulating packet loss and proposed a new model that allows to relate the Hurst parameter (H) with the packet loss rate (PLR). These models can be used by other researchers as input to problems related to the design of VoIP applications, performance evaluation of IP networks, and the implementation of QoS mechanisms on convergent networks.


2014 ◽  
Vol 759 ◽  
pp. 432-471 ◽  
Author(s):  
Adrián Lozano-Durán ◽  
Javier Jiménez

AbstractA novel approach to the study of the kinematics and dynamics of turbulent flows is presented. The method involves tracking in time coherent structures, and provides all of the information required to characterize eddies from birth to death. Spatially and temporally well-resolved DNSs of channel data at $\mathit{Re}_{{\it\tau}}=930{-}4200$ are used to analyse the evolution of three-dimensional sweeps, ejections (Lozano-Durán et al., J. Fluid Mech., vol. 694, 2012, pp. 100–130) and clusters of vortices (del Álamo et al., J. Fluid Mech., vol. 561, 2006, pp. 329–358). The results show that most of the eddies remain small and do not last for long times, but that some become large, attach to the wall and extend across the logarithmic layer. The latter are geometrically and temporally self-similar, with lifetimes proportional to their size (or distance from the wall), and their dynamics is controlled by the mean shear near their centre of gravity. They are responsible for most of the total momentum transfer. Their origin, eventual disappearance, and history are investigated and characterized, including their advection velocity at different wall distances and the temporal evolution of their size. Reinforcing previous results, the symmetry found between sweeps and ejections supports the idea that they are not independent structures, but different manifestations of larger quasi-streamwise rollers in which they are embedded. Spatially localized direct and inverse cascades are respectively associated with the splitting and merging of individual structures, as in the models of Richardson (Proc. R. Soc. Lond. A, vol. 97(686), 1920, pp. 354–373) or Obukhov (Izv. Akad. Nauk USSR, Ser. Geogr. Geofiz., vol. 5(4), 1941, pp. 453–466). It is found that the direct cascade predominates, but that both directions are roughly comparable. Most of the merged or split fragments have sizes of the order of a few Kolmogorov viscous units, but a substantial fraction of the growth and decay of the larger eddies is due to a self-similar inertial process in which eddies merge and split in fragments spanning a wide range of scales.


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