An Envelope Process for Multifractal Traffic Modeling

THIS REPORT IS NOW OBSOLETE - SEE IC-TR-03-21 \par In this paper, a novel envelope process for multifractal traffic modeling is introduced. The envelope process is an upperbound for the amount of work arrived in a multifractal Brownian motion process. The time scale of interest of a queueing system fed by a multifractal stream is computed. Simulation experiments using both real and synthetic data show that the proposed model is accurate. Moreover, a new estimator for the Holder function is presented.

2013