Power spectrum of generalized Cauchy process
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The generalized Cauchy process was recently applied to modeling long-range dependent traffic. However, the closed form of the power spectrum density of the generalized Cauchy process is a problem that remains unsolved. This paper gives the solution to that problem. The property of the power-law-type power spectrum density for the generalized Cauchy process is pointed out and discussed.
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- Power spectrum of generalized Cauchy process
Volume 43, Issue 3-4 , pp 219-222
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- Long-range dependence
- Generalized Cauchy process
- Power spectrum
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