While the presence of long-range dependence in the asset returns seems to be a stylized
fact, the issue of arguing the possible causes of this phenomena is totally obscure. Trying to …

We consider the large buffer asymptotics of a multiplexer under two different self-similar
traffic input models, viz., the infinite server model of Cox and the fractional Gaussian noise …

Many recent studies have convincingly demonstrated that network traffic exhibits a
noticeable self-similar nature, which has a considerable impact on queuing performance …

We construct five new fractal traffic models based on the unified framework of fractal point
processes (FPPs), and analyze their asymptotic statistical properties. Two of them are on-off …

Mobile terminals, such as cellular phones and PDAs, have an enormous advertising
potential: they are extremely popular and most people carry such devices with them all day …

In this paper we describe an analytical approach for estimating the queuing delay
distribution on an Internet link carrying realistic TCP traffic, such as that produced by a large …

We suggest the M| G|/spl infin/input process as a viable model for network traffic due to its
versatility and tractability. We characterize the process as short-or long-range dependent by …

The evolution of Hurst exponent of SET index over time, as a measure of market efficiency, is
examined by DFA method. It is found that, during the study period, Hurst exponent tends to …

This is a survey paper on fluid queues, with a strong emphasis on recent attempts to
represent phenomena like long-range dependence. The central model of the paper is a fluid …

We propose a two level model for TCP connection arrivals in local area networks. The first
level are user sessions whose arrival is time-varying Poisson. The second level are …