Efficient Generators of the Generalized Fractional Gaussian Noise and Cauchy Processes

In the last years of the past century, complex correlation structures were empirically observed, both in aggregated and individual traffic traces, including long-range dependence, large-timescale self-similarity and multi-fractality. The use of stochastic processes consistent with these properties h...

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Bibliographic Details
Main Authors: María Estrella Sousa-Vieira, Manuel Fernández-Veiga
Format: Article
Language:English
Published: MDPI AG 2023-06-01
Series:Fractal and Fractional
Subjects:
Online Access:https://www.mdpi.com/2504-3110/7/6/455