@inproceedings{d1344a6bc71a42b2bd72e0044d46e5e4,
title = "Discretization error of reflected fractional Brownian motion",
abstract = "The long-range dependence and self-similarity of fractional Brownian motion make it an attractive model for traffic in many data transfer networks. Reflected fractional Brownian Motion appears in the storage process of such a network. In this paper, we focus on the simulation of reflected fractional Brownian motion using a straightforward discretization scheme and we show that its strong error is of order hH, where h is the discretization step and H ϵ (0;1) is the Hurst index.",
author = "Alexandra Chronopoulou and Peter McGlaughlin",
note = "Publisher Copyright: {\textcopyright} 2016 IEEE.; 2016 Winter Simulation Conference, WSC 2016 ; Conference date: 11-12-2016 Through 14-12-2016",
year = "2016",
month = jul,
day = "2",
doi = "10.1109/WSC.2016.7822095",
language = "English (US)",
series = "Proceedings - Winter Simulation Conference",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "270--276",
editor = "Roeder, {Theresa M.} and Frazier, {Peter I.} and Robert Szechtman and Enlu Zhou",
booktitle = "2016 Winter Simulation Conference",
address = "United States",
}