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Telecommunications systems have recently undergone significant innovations. These call for suitable statistical models that can properly describe the behaviour of the input traffic in a network. Here we use fractional Brownian motion (FBM) to model cumulative traffic network, thus taking into account the possible presence of long‐range dependence in the data. A Bayesian approach is devised in such a way that we are able to: (a) estimate the Hurst parameter H of the FBM; (b) estimate the overflow probability which is a parameter measuring the quality of service of a network: (c) develop a test for comparing the null hypothesis of long‐range dependence in the data versus the alternative of short‐range dependence. In order to achieve these inferential results, we elaborate an MCMC sampling scheme whose output enables us to obtain an approximation of the quantities of interest. An application to three real datasets, corresponding to three different levels of traffic, is finally considered. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
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Alexander G. Ramm Alexandra B. Smirnova Angelo Favini 《Annali di Matematica Pura ed Applicata》2003,182(1):37-52
A nonlinear operator equation F(x)=0, F:H→H, in a Hilbert space is considered. Continuous Newton’s-type procedures based on a construction of a dynamical system with
the trajectory starting at some initial point x
0 and becoming asymptotically close to a solution of F(x)=0 as t→+∞ are discussed. Well-posed and ill-posed problems are investigated.
Received: June 29, 2001; in final form: February 26, 2002?Published online: February 20, 2003
This paper was finished when AGR was visiting Institute for Theoretical Physics, University of Giessen. The author thanks
DAAD for support 相似文献
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We demonstrate the surprising integrability of the classical Hamiltonian associated to a spin 1/2 system under periodic external fields. The one-qubit rotations generated by the dynamical evolution is, on the one hand, close to that of the rotating wave approximation (RWA), on the other hand to two different “average” systems, according to whether a certain parameter is small or large. Of particular independent interest is the fact that both the RWA and the averaging theorem are seen to hold well beyond their expected region of validity. Finally, we determine conditions for the realization of the quantum NOT operation by means of classical stroboscopic maps. 相似文献
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Giovanni Tartarini Alessandra Lena Davide Passaro Lorenzo Rosa Stefano Selleri Pier Faccin Enrico Maria Fabbri 《Optical and Quantum Electronics》2006,38(9-11):869-876
A comprehensive numerical tool has been developed for the evaluation of the performances of Radio over Fiber (RoF) links intended for wireless signal distribution.At the transmitter end an appropriate set of rate equations allows to model the optical source as a solitary laser or as an appropriately injection locked laser. The optical channel is modeled putting into account the combined effect of fiber dispersion, laser source non ideal performances (e.g. non-linear effects, frequency chirp), and quadratic detection of the receiving photodiode. The simulation model developed can be a useful tool at the design stage allowing a preliminary evaluation of the characteristics of real RoF links. 相似文献
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A new microwave dielectric method for studying photoinitiated chain radical polymerization processes
Carlo Carlini Francesco Ciardelli Pier Angelo Rolla Elpidio Tombari 《Journal of Polymer Science.Polymer Physics》1987,25(6):1253-1261
Measurements of both real and imaginary parts of the dielectric constant at a fixed microwave frequency have been performed on n-butyl acrylate/poly(n-butyl acrylate) mixtures. The dielectric constant of the mixtures has been compared with that of neat n-butyl acrylate during UV photoinitiated polymerization. The values of the imaginary part of the dielectric constant thus obtained have allowed determination of the instantaneous monomer concentration and verified the kinetic equation for the photoinitiated polymerization process. The limits of validity of the method as well as its capability of providing detailed kinetic information are also discussed. 相似文献
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Gianluigi Luppi Rodrigo J. Corrêa Angelo C. Pinto Quirinus B. Broxterman Claudia Tomasini 《Tetrahedron》2006,62(51):12017-12024
The first total synthesis of (R)-convolutamydine A has been achieved by the organocatalytic addition of acetone to 4,6-dibromoisatin. The absolute configuration was determined by single crystal X-ray diffraction. DFT studies were used to model the transition states for the aldol reaction and equilibrium geometries of the post-aldol reaction intermediates. The DFT study revealed that the aldol bond forming reaction was considerably endothermic. 相似文献