UDC 519.246
1 Institute of Telecommunications and Global Information Space of the National Academy of Sciences of Ukraine, Kyiv, Ukraine
 pryjmalnya@gmail.com
|
2 National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kyiv, Ukraine
yurikov.alex03@gmail.com
|
3 National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”, Kyiv, Ukraine
maksym.zoziuk@gmail.com
|
|
ABOUT ONE STATISTICAL MODEL OF ERROR RATE
IN THE STREAM OF PACKET DATA TRANSMISSION THROUGH
COMMUNICATION CHANNELS
Abstract. A statistical model of the frequency of errors in the packet data transmission through communication channels is proposed. This is a stochastic sequence defined as the averaged proportion of erroneous data packets. A diffusion approximation of such a sequence is used: discrete Markov diffusion, which is defined by a difference stochastic equation. The parameters of such a model are estimated using covariance statistics on the trajectories of the stochastic sequence of signal transmission errors.
Keywords: statistical model, difference stochastic equation, stationary process, equilibrium, covariance statistics, parameters estimation along trajectories.
FULL TEXT
REFERENCES
- Dovgyi S.A. Modern telecommunications [in Russian]. Moscow: Eco-Trends, 2003. 320 p.
- Dovgy S.O., Vorobienko P.P., Gulyaev K.D. Modern telecommunications. Networks, technologies, security, economy, regulation [in Ukrainian]. Kyiv: Azimut-Ukraine, 2013. 608 p.
- Koroliouk D.V. Two component binary statistical experiments with persistent linear regression. Theory of Probability and Mathematical Statistics. 2015. N 90. P. 103-114.
- Koroliouk D., Koroliuk V.S., Rosato N. Equilibrium processes in biomedical data analysis: the Wright–Fisher model. Cybernetics and Systems Analysis. 2014. Vol. 50, N 6. P. 80–86.
- Korolyuk V.S., Koroliouk D. Diffusion approximation of stochastic Markov models with persistent regression. Ukrainian Mathematical Journal. 1995. Vol. 47, Iss. 7. P. 1065–1073.
- Koroliouk D.V. Stationary statistical experiments and the optimal estimator for a predictable component. Journal of Mathematical Sciences. 2016. Vol. 214, N 2. P. 220–228.
- Koroliouk D. Dynamics of Statistical Experiments. London: ISTE-Wiley, 2020. 224 p.
- Bertotti M.L., Dovgyi S.O., Koroliouk D. Dynamics of ternary statistical experiments with equilibrium state. Journ. of Computat. and Applied Math. 2015. N 2 (119). P. 3–7.
- Dovgii S.A., Shekhovtsov A.V. An improved Vortex Lattice Method for nonstationary problems. Journal of Mathematical Sciences. 2001. Vol. 104, Iss. 6. P. 1615–1627.
- Samoilenko I.V. Asymptotic expansion for the functional of Markovian evolution in in the circuit of diffusion approximation. Journal of Applied Mathematics and Stochastic Analysis. 2005. N 3. P. 247–257.
- Moklyachuk M.P., Masyutka A.Yu. Extrapolation of multidimensional stationary processes. Random Oper. and Stoch. Equ. 2006. Vol. 14, N 3. P. 233–244.
- Koroliuk V.S., Limnios N., Samoilenko I.V. Poisson approximation of impulsive recurrent process with semi-Markov switching. Stochastic Analysis and Applications. 2011. Vol. 29, Iss. 5. P. 769–778.
