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In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants. The relevance...
In this paper a new multifractal stochastic process called Limit of the
Integrated Superposition of Diffusion processes with Linear differencial
Generator (LISDLG) is presented which realistically characterizes the network
traffic multifractality. Several properties of the LISDLG model are presented
including long range dependence, cumulants, logarithm of the characteristic
function, dilative stability, spectrum and bispectrum. The model captures
higher-order statistics by the cumulants. The relevance...
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