Korean Journal of Mathematics

The Kangwon-Kyungki Mathematical Society (강원경기수학회)
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CONVERGENCE AND POWER SPECTRUM DENSITY OF ARIMA MODEL AND BINARY SIGNAL

  • Kim, Joo-Mok (School of General Education Semyung University)
  • Received : 2008.09.12
  • Published : 2009.12.30
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Abstract

We study the weak convergence of various models to Fractional Brownian motion. First, we consider arima process and ON/OFF source model which allows for long packet trains and long inter-train distances. Finally, we figure out power spectrum density as a Fourier transform of autocorrelation function of arima model and binary signal model.

Keywords

Acknowledgement

Supported by : Semyung University

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