Integrating Fractional Brownian Motion Arrivals into the Statistical Network Calculus

被引:0
|
作者
Nikolaus, Paul [1 ]
Henningsen, Sebastian [2 ]
Beck, Michael [3 ]
Schmitt, Jens [1 ]
机构
[1] TU Kaiserslautern, Distributed Comp Syst DISCO Lab, Kaiserslautern, Germany
[2] Humboldt Univ, Berlin, Germany
[3] Univ Manitoba, Winnipeg, MB, Canada
关键词
SELF-SIMILARITY; VARIABILITY; PERFORMANCE; STABILITY; BOUNDS; DELAY;
D O I
10.1109/ITC30.2018.10059
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Stochastic network calculus (SNC) is a versatile framework to derive probabilistic performance bounds. Recently, it was proposed in [1] to replace the typical a priori assumptions on arrival processes with measurement observations and to incorporate the corresponding statistical uncertainty into calculation of the bounds. This so-called statistical network calculus (StatNC) opens the door for many applications with limited traffic information. However, the important traffic class of self-similar processes such as fractional Brownian Motion (fBm) was left open in [1], thus, e.g., depriving the usage of the StatNC for Internet traffic. In this work, we close this gap by integrating fBm arrivals into the StatNC. To this end, we analyze the impact imposed by the uncertainty on the backlog bound and show in numerical evaluations that the additional inaccuracy is only of moderate size.
引用
收藏
页码:37 / 42
页数:6
相关论文
共 50 条
  • [41] Piecewise fractional Brownian motion
    Perrin, E
    Harba, R
    Iribarren, I
    Jennane, R
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2005, 53 (03) : 1211 - 1215
  • [42] On Fractional Brownian Motion and Wavelets
    S. Albeverio
    P. E. T. Jorgensen
    A. M. Paolucci
    [J]. Complex Analysis and Operator Theory, 2012, 6 : 33 - 63
  • [43] Simulation of fractional brownian motion
    Ruemelin, W.
    [J]. Proceedings of the IFIP Conference on Fractals in the Fundamental and Applied Sciences, 1991,
  • [44] On the Generalized Fractional Brownian Motion
    Zili M.
    [J]. Mathematical Models and Computer Simulations, 2018, 10 (6) : 759 - 769
  • [45] Arbitrage with fractional Brownian motion
    Rogers, LCG
    [J]. MATHEMATICAL FINANCE, 1997, 7 (01) : 95 - 105
  • [46] STRUCTURAL AND STATISTICAL PROPERTIES OF SELF-AVOIDING FRACTIONAL BROWNIAN-MOTION
    ISOGAMI, S
    MATSUSHITA, M
    [J]. JOURNAL OF THE PHYSICAL SOCIETY OF JAPAN, 1992, 61 (05) : 1445 - 1448
  • [47] Removal of Baseline Wander in ECG using the Statistical Properties of Fractional Brownian Motion
    Agrawal, Sakshi
    Gupta, Anubha
    [J]. 2013 IEEE INTERNATIONAL CONFERENCE ON ELECTRONICS, COMPUTING AND COMMUNICATION TECHNOLOGIES, 2013,
  • [48] Statistical test for fractional Brownian motion based on detrending moving average algorithm
    Sikora, Grzegorz
    [J]. CHAOS SOLITONS & FRACTALS, 2018, 116 : 54 - 62
  • [49] A Note on the Fractional Integrated Fractional Brownian Motion
    Charles El-Nouty
    [J]. Acta Applicandae Mathematica, 2003, 78 : 103 - 114
  • [50] Comparison of scattering from fractional Brownian motion and asymptotic fractional Brownian motion rough surfaces
    Zhang, YD
    Wu, ZS
    [J]. 2003 6TH INTERNATIONAL SYMPOSIUM ON ANTENNAS, PROPAGATION AND EM THEORY, PROCEEDINGS, 2003, : 496 - 499