Modelling Of Statistical Fluctuations Of Information Flows By Mixtures Of Gamma Distributions
暂无分享,去创建一个
The paper describes statistical approach to the analysis of traffic of information flows. Stochastic structure of traffic process can be modelled by finite probability mixtures, e.g., mixtures of gamma distributions. The approach is demonstrated on real data from the official website of the Russian Academy of Sciences.
[1] Andrey Gorshenin,et al. Statistical properties of the dynamics of order books: empirical results , 2012 .
[2] B. Gnedenko,et al. Random Summation: Limit Theorems and Applications , 1996 .