Korean Journal of Mathematics

The Kangwon-Kyungki Mathematical Society (강원경기수학회)
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WEAK CONVERGENCE OF VARIOUS MODELS TO FRACTIONAL BROWNIAN MOTION

  • Kim, Joo-Mok (School of General Education Semyung University)
  • Received : 2007.05.11
  • Published : 2007.06.30
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Abstract

We consider arrival process and ON/OFF source model which allows for long packet trains and long inter-train distances. We prove the weak convergence of theses processes to Fractional Brownian motion. Finally, we figure out the coefficients of $B_H(t)$ and time $t$ when ON/OFF periods have the Pareto distribution.

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