Improved FFT-based alpha-stable density approximation algorithm
Approximation of density of α-stable process is an elementary works in modeling network flow using α-stable process.Combining the mathematical properties of characteristic function of α-stable process with the traditional approximating algorithm,an improved FFT-based algorithm was proposed.The impro...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | zho |
| Published: |
Editorial Department of Journal on Communications
2007-01-01
|
| Series: | Tongxin xuebao |
| Subjects: | |
| Online Access: | http://www.joconline.com.cn/zh/article/74657051/ |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | Approximation of density of α-stable process is an elementary works in modeling network flow using α-stable process.Combining the mathematical properties of characteristic function of α-stable process with the traditional approximating algorithm,an improved FFT-based algorithm was proposed.The improved algorithm has 2 noticeable features: automatically choosing the sampling space and sampling interval,importing frequency expansion.Experiments show that it can decrease calculation complexity and effectively control computation error. |
|---|---|
| ISSN: | 1000-436X |