A Markovian Point Process Exhibiting Multifractal Behavior and
its Application to Traffic Modeling
András Horváth,Miklós Telek
Abstract:
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.
Postscript
András Horváth, 2008-06-25