A Markovian Point Process Exhibiting Multifractal Behavior and its Application to Traffic Modeling

András Horváth,Miklós Telek


This paper introduces a set of Markovian Arrival Processes (MAPs) with a special structure exhibiting multifractal behavior. The considered MAP structure is motivated by the unnormalized Haar wavelet transform representation of finite sequences. A parameter fitting method is also proposed to approximate the multifractal behavior of experimental data sets by MAPs of the given structure. The goodness of the fitting method is evaluated via the log-moment diagrams, the partition function, the Legendre transform, and also by comparing the queue length distribution resulting from the measured data set with the one resulted from the approximating MAP.


[Publications of András Horváth]

András Horváth, 2008-06-25