关键词：长距离依赖；随机过程；可变比特率
摘 要：Long range dependence refers to stochastic processes for which correlations persist at much longer time scales as compared to traditional models. For such processes the central limit theorem does not in general hold, and the smoothing e ect of the law of large numbers takes more time to settle in. Such phenomena have been observed in many di erent elds including nancial time series, DNA sequences, network traffic and variable bit-rate video. The bursty nature and persistent correlation structure of long range dependent processes make them tough to control and predict in practice, and tough to analyze in theory. In this thesis we look at the origins of long range dependence through the use of Markov models.