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The analysis of correlative properties of time slices in a stream of events on realization of integer casual process

Keywords:

A.V. Saprykin – Post-graduate Student, Volga State University of Telecommunications and Informatics (Samara)


In article the problem of estimation of correlative properties of the sequence of time intervals between events on observed traffic is considered. Mainly the analysis of traffic comes down to a research of statistical characteristics of realization of intensity of traffic, so-called traffic routes. Traffic route is dependence of number of packages on time. It is known that traffic routes have self-similar prop-erties that has a talk correlative properties of realization of intensity of traffic and distributions with «heavy» tails for its instantaneous values. Self-similar properties are shown also at the sequences of time intervals between events. Therefore establishment of analytical dependences between statistical properties of «traffic of intensity» and «traffic of the sequence of time intervals» between events is of interest. In particular communication of coefficients of correlation of the sequence of time intervals with statistical characteristics of observable «traffic of intensity» is of interest.
On the basis of a statistical analysis of the sequence of events the method of calculation of coefficients of correlation of time intervals between events is offered. In article on the basis of D. Cox and P. Lewis's known work (1966) the interrelation of twodimensional density of probabilities hypothetical the stationary and recorded nonstationary sequences of time intervals between events is established.
The method of calculation of coefficients of correlation based on splitting common time of observation of traffic into a number of the intervals keeping the statistical properties of traffic which are shown on all time of observation is offered.
The experiment confirmed acceptable accuracy of estimation of coefficients of correlation by the offered technique.

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June 24, 2020
May 29, 2020

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