Self-similar Process
Self-similar processes are types of stochastic processes that exhibit the phenomenon of self-similarity. A self-similar phenomenon behaves the same when viewed at different degrees of magnification, or different scales on a dimension (space or time). Self-similar processes can sometimes be described using heavy-tailed distributions, also known as long-tailed distributions. Example of such processes include traffic processes such as packet inter-arrival times and burst lengths. Self-similar processes can exhibit long-range dependency.
Read more about Self-similar Process: Overview, The Poisson Distribution, The Heavy-tail Distribution, Modelling Self-similar Traffic, Self-similar Stochastic Processes Modeled By Tweedie Distributions, Network Performance, See Also
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