Место издания:Bernoulli Society for Mathematical Statistics and Probability Moscow, Russia
Первая страница:61
Последняя страница:62
Аннотация:Since the beginning of the '90s, many empirical studies of real telecoomunication systems traffic have been conducted. It was found that traffic has some specific properties which are different from common voice traffic. More exactly it has the properties of self-similarity and long-range dependence and the distribution of loading size from one source has heavy tails. Some new models have been constructed where these features were captured. Brownian fractional motion and $\alpha$-stable Levy motion are well known examples. But both of these models have no all of above properties. Some more complicated models have been proposed using some combination of these ones. Earlier we have proposed some univariate variant of fractional Levy motion.
In our report we consider multivariate analog of fractional Levy motion. This process is multivariate fractional brownian motion with random change of time where random change of time is Levy motion with one-sided stable distributions.