Mixed fractional Brownian motion: some related questions for computer network traffic modeling

@article{Filatova2008MixedFB,
  title={Mixed fractional Brownian motion: some related questions for computer network traffic modeling},
  author={D. Filatova},
  journal={2008 International Conference on Signals and Electronic Systems},
  year={2008},
  pages={393-396}
}
  • D. Filatova
  • Published 2008 in
    2008 International Conference on Signals and…
In this paper we study the mixed fractional Brownian motion and some related questions of its application to computer network traffic modeling. We show some of its basic properties, the method of its sample paths simulation and the estimation of the parameters. The effectiveness of both simulation method and estimation procedure are proved by Monte Carlo simulation. 
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