Practical aspects of simulating systems having arrival processes with long-range dependence

  • Authors:
  • Robert Geist;James Westall

  • Affiliations:
  • Clemson University, Clemson, SC;Clemson University, Clemson, SC

  • Venue:
  • Proceedings of the 32nd conference on Winter simulation
  • Year:
  • 2000

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Abstract

Analysis of network traffic indicates that packet arrival processes have significant stochastic dependence. It has been suggested that this dependence is so strong as to be well-modeled by long-range dependent processes. The fact that no finite process can be said to be truly long-range dependent poses potentially serious obstacles to simulation modeling. In this paper, we explore some of these obstacles and propose practical methods for obtaining useful results with simulations of manageable duration.