Korean Journal of Mathematics
- 제11권1호
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- Pages.35-43
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- 2003
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- 1976-8605(pISSN)
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- 2288-1433(eISSN)
CONVERGENCE TO FRACTIONAL BROWNIAN MOTION AND LOSS PROBABILITY
- Kim, Jin-Chun (Dept. of Computer Aided Mathematical Information Science Semyung University) ;
- Lee, Hee-Choon (Dept. of Applied Statistics Sangji University)
- 투고 : 2003.01.10
- 발행 : 2003.02.28
초록
We study the weak convergence to Fractional Brownian motion and some examples with applications to traffic modeling. Finally, we get loss probability for queue-length distribution related to self-similar process.