This paper provides a bibliographical guide to researchers and tra c engineers who are
interested in self-similar tra c modeling and analysis. It lists some of the most recent network …

In recent years, there has been great interest in the simulation of long-range dependent
processes, in particular fractional Brownian motion. Motivated by applications in …

Network devices put packets on an Internet link, and multiplex, or superpose, the packets
from different active connections. Extensive empirical and theoretical studies of packet traffic …

Ksi ka czy og ln wiedz o rynkach papier w warto ciowych z nowoczesnym wyk adem
matematyki finansowej, kt ry obejmuje modele i metody dotycz ce wyceny instrument w …

A brief introduction to the fractional continuous-time linear systems is presented. It will be
done without needing a deep study of the fractional derivatives. We will show that the …

This paper develops a class of consistent estimators of the parameters of a fractional
Brownian motion based on the asymptotic behavior of the k-th absolute moment of discrete …

We survey the properties and uses of the class of subexponential probability distributions,
paying particular attention to their use in modelling heavy-tailed data such as occurs in …

Rigorously characterizing the statistical properties of cyber attacks is an important problem.
In this paper, we propose the first statistical framework for rigorously analyzing honeypot …

Recently the notion of self-similarity has been shown to apply to wide-area and local-area
network traffic. In this paper we examine the mechanisms that give rise to self-similar …

A seasonal fractional autoregressive integrated moving average (ARIMA) model is
introduced, with both short‐and long‐term persistent periodic components. The estimation of …