id: 01766718 dt: j an: 01766718 au: Kurasugi, Toshiyasu; Kobayashi, Kazutomo; Takahashi, Yukio ti: A Markovian model of coded video traffic which exhibits long-range dependence in statistical analysis. so: J. Oper. Res. Soc. Japan 42, No.1, 1-17 (1999). py: 1999 pu: The Operations Research Society of Japan, Tokyo la: EN cc: ut: Hurst parameters; long-range dependence; communication networks ci: li: doi:10.1016/S0453-4514(99)80001-5 ab: Summary: The purpose of this paper is to construct a Markovian model generating a sequence having almost the same statistical characteristics as a real video traffic process. We deal with measured traffic data from a certain video source. Taking scene changes into account we analyze the data and construct a model, called Markov-AR model, composed of three submodels: a Markov transition model for scene changes, an AR model for spikes of scenes, and an AR model with random parameters for bit rate sequences of individual scenes. A simulation study shows that statistical characteristics of a sequence generated by this model are very similar to the actual video traffic. Especially, in the variance-time analysis and in the $R/S$ analysis, these two sequences give similar estimates for the Hurst parameters and exhibit long-range dependence even though the model consists of only Markovian type, short-range dependent processes. rv: