Statistical modeling and design of discrete-time chaotic processes: Advanced finite-dimensional tools and applications

Riccardo Rovatti, Gianluca Mazzini, Gianluca Setti, Alessandra Giovanardi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

With the aim of explaining the formal development behind the chaos-based modeling of network traffic and other similar phenomena, here we generalize the tools presented in the companion paper (Setti et at., 2002) to the case of piecewise-affine Markov maps with a possibly infinite, but countable number of Markov intervals. Since, in doing so, we keep the dimensionality of the space of the observables finite, we still obtain a finite tensor-based framework Nevertheless, the increased complexity of the model forces the use of tensors of functions whose handling is greatly simplified by extensive z transformation. With this, a systematic procedure is devised to write analytical expressions for the tensors that take into account the joint probability assignments needed to compute any-order expectations. As an example of use, this machinery is finally applied to the study of self-similarity of quantized processes both in the analysis of higher order phenomena as well as in the analysis and design of second-order self-similar sources suitable for artificial network traffic generation.
Original languageEnglish (US)
Title of host publicationProceedings - IEEE International Symposium on Circuits and Systems
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages93-114
Number of pages22
ISBN (Print)0780379918
DOIs
StatePublished - Jan 1 2003
Externally publishedYes

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