Peer-Reviewed Journal Details
Mandatory Fields
Duffy, K;King, C;Malone, D
2007
April
Physica A: Statistical Mechanics and its Applications
Ambiguities in estimates of critical exponents for long-range dependent processes
Published
0 ()
Optional Fields
FLUID FLUCTUATION INTERNET PERIOD MEMORY FLOW
377
43
52
In this article, we show that the Hurst parameter and a well-known wavelet estimator fail to distinguish on/off models with substantially different distributions of on-times. We identify the problem as arising when standard power spectrum techniques, which are well-defined for commonly considered processes, are applied to processes with extremely heavy tailed on-times. We provide an elementary mechanism whereby such extremely heavy-tailed on-time processes arise in a simple queuing model. (c) 2006 Elsevier B.V. All rights reserved.
AMSTERDAM
0378-4371
10.1016/j.physa.2006.11.015
Grant Details