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Fractional Brownian Motion with H<1/2 As a Limit of Scheduled Traffic
Fractional Brownian Motion Limit Scheduled Traffic
2015/7/6
This paper shows that fractional Brownian motion with H<12 can arise as a limit of a simple class of traffic processes that we call “scheduled traffic models”. To our knowledge, this paper provides th...
Measuring the Initial Transient: Reflected Brownian Motion
Measuring Initial Transient Reflected Brownian Motion
2015/7/6
We analyze the convergence to equilibrium of one-dimensional re flected Brownian motion (RBM) and compute a number of related initial transient formulae. These formulae are of interest as approximatio...