• Title/Summary/Keyword: Fractional brown motion

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Modeling Heavy-tailed Behavior of 802.11b Wireless LAN Traffic (무선 랜 802.11b 트래픽의 두꺼운 꼬리분포 모델링)

  • Yamkhin, Dashdorj;Won, You-Jip
    • Journal of Digital Contents Society
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    • v.10 no.2
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    • pp.357-365
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    • 2009
  • To effectively exploit the underlying network bandwidth while maximizing user perceivable QoS, mandatory to make proper estimation on packet loss and queuing delay of the underling network. This issue is further emphasized in wireless network environment where network bandwidth is scarce resource. In this work, we focus our effort on developing performance model for wireless network. We collect packet trace from actually wireless network environment. We find that packet count process and bandwidth process in wireless environment exhibits long range property. We extract key performance parameters of the underlying network traffic. We develop an analytical model for buffer overflow probability and waiting time. We obtain the tail probability of the queueing system using Fractional Brown Motion (FBM). We represent average queuing delay from queue length model. Through our study based upon empirical data, it is found that our performance model well represent the physical characteristics of the IEEE 802.11b network traffic.

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Fractals in the Spreading of Drifters: Observation and Simulation (표류부표 분산의 프랙탈 성질: 관측 및 시뮬레이션)

  • KANG, YONG Q.;LEE, MOONJIN
    • 한국해양학회지
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    • v.29 no.4
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    • pp.392-401
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    • 1994
  • We examined the temporal characteristics of the oceanic eddy diffusion at 5 coastal regions of Korea by measuring the separation distances of multiple drifters released simultaneously at the same by the GPS and Decca transponder system. The observed variance of separation distance, for the time scales from minutes to hours, is proportional to t/SUP m/ with scaling exponent m between 1.2 and 2.0. The observed Lagrangian trajectories of drifters show fractal characteristics instead of random walk or Brown motion. As an effort toward a development of a realistic model of the oceanic eddy diffusion, we simulated the Lagrangian trajectories of drifters by fractional Brown motion (FBM) model. The observed variances of drifter separations can be generated by the FBM process provided the Hurst exponent is the same as the observed one. We further showed that the observed power law in the variance of drifter separations cannot be simulated with an ordinary Brown motion or random walk process.

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Eddy Diffusion in Coastal Seas: Observation and Fractal Diffusion Modelling (연안역와동확산: 관측 및 프랙탈 확산 모델링)

  • 이문진;강용균
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.9 no.3
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    • pp.115-124
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    • 1997
  • We measured the variance of eddy diffusion and associated ‘diffusion coefficients’ in coastal regions of Korea by observing the separation distances among multiple drifters deployed simultaneously at the same initial position. The variance of eddy diffusion was found to be proportional to $t^m$, where t is the time and m is a non-integer scaling exponent between 1.5 and 3.5. The observed scaling exponent of eddy diffusion cannot be reproduced by diffusion models employing constant eddy diffusivity. In this study, we applied fractal theory in simulating exponential increase of variance of eddy diffusion. We employed the fGn(fractional Gaussian noise) as a ‘modified’ random walks corresponding to the oceanic eddy diffusion. The variance of eddy diffusion, which corresponds to the fBm(fractional Brown motion) of our diffusion model, is proportional to $t^{2H}$, where H is Hurst scaling exponent. The temporal increase of the variance. with scaling exponent between 1 and 2, was successfully reproduced by our fractal diffusion model. However, our model cannot reproduce scaling exponent greater than 2. The scaling exponents greater than 2 are associated with the velocity shear of the mean flow.

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