Constructing a correlated sequence of matrix exponentials with invariant first-order properties

  • Authors:
  • Kenneth Mitchell

  • Affiliations:
  • Computer Science Telecommunications Program, University of Missouri - Kansas City, 5100 Rockhill Road, 57OC STB, Kansas City, MO 64110, USA

  • Venue:
  • Operations Research Letters
  • Year:
  • 2001

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Abstract

In this paper, we demonstrate a method for developing analytic Markovian traffic sources in which the correlation structure can be arbitrarily constructed leaving the marginals invariant. We construct a simple model based on empirical data sets and show the effects of changing the autocorrelation on the behavior of network traffic.