Accession Number:

ADA339241

Title:

Analysis, Synthesis, and Estimation of Fractal-Rate Stochastic Point Process

Descriptive Note:

Final rept. 1 Jan-31 Dec 97

Corporate Author:

BOSTON UNIV MA DEPT OF ELECTRICAL AND COMPUTER ENGINEERING

Personal Author(s):

Report Date:

1997-12-31

Pagination or Media Count:

8.0

Abstract:

Fractal and fractal-rate stochastic point processes FSPPs and FRSPPs provide useful models for describing a broad range of diverse phenomena, including electron transport in amorphous semiconductors, computer network traffic, and sequences of neuronal action potentials. A particularly useful statistic of these processes is the fractal exponent a, which may be estimated for any FSPP or FRSPP by using a variety of statistical methods. Simulated FSPPs and FRSPPs consistently exhibit bias in this fractal exponent, however, rendering the study and analysis of these processes non-trivial. We have examined the synthesis and estimation of FRSPPs by carrying out a systematic series of simulations for several different types of FRSPP over a range of design values for alpha. The discrepancy between the desired and achieved values of alpha is shown to arise from finite data size and from the character of the point-process generation mechanism. In the context of point-process simulation, reduction of this discrepancy requires generating data sets with either a large number of points, or with low jitter in the generation of the points. In the context of fractal data analysis, the results presented here suggest caution when interpreting fractal exponents estimated from experimental data sets.

Subject Categories:

  • Operations Research
  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE