Variations and estimators for self-similarity parameters via Malliavin calculus
Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic
behavior of quadratic variations for a specific non-Gaussian self-similar process, the …
behavior of quadratic variations for a specific non-Gaussian self-similar process, the …
On the log-normal distribution of network traffic
I Antoniou, VV Ivanov, VV Ivanov, PV Zrelov - Physica D: Nonlinear …, 2002 - Elsevier
A detailed analysis of traffic measurements shows that the aggregation of these
measurements forms a statistical distribution, which is approximated with high accuracy by …
measurements forms a statistical distribution, which is approximated with high accuracy by …
Heavy-traffic analysis for the GI/G/1 queue with heavy-tailed distributions
OJ Boxma, JW Cohen - Queueing systems, 1999 - Springer
We consider a GI/G/1 queue in which the service time distribution and/or the interarrival time
distribution has a heavy tail, ie, a tail behaviour like t− ν with 1< ν⩽ 2, so that the mean is …
distribution has a heavy tail, ie, a tail behaviour like t− ν with 1< ν⩽ 2, so that the mean is …
Testing for long memory in the presence of a general trend
L Giraitis, P Kokoszka, R Leipus - Journal of Applied Probability, 2001 - cambridge.org
The paper studies the impact of a broadly understood trend, which includes a change point
in mean and monotonic trends studied by Bhattacharya et al.(1983), on the asymptotic …
in mean and monotonic trends studied by Bhattacharya et al.(1983), on the asymptotic …
Self-similar communication models and very heavy tails
Several studies of file sizes either being downloaded or stored in the World Wide Web have
commented that tails can be so heavy that not only are variances infinite, but so are means …
commented that tails can be so heavy that not only are variances infinite, but so are means …
Macroscopic models for long-range dependent network traffic
T Konstantopoulos, SJ Lin - Queueing systems, 1998 - Springer
A common way to inject long-range dependence in a stochastic traffic model possessing a
weak regenerative structure is to make the variance of the underlying period infinite (while …
weak regenerative structure is to make the variance of the underlying period infinite (while …
海量Web 搜索引擎系统中用户行为的分布特征及其启示
王建勇， 单松巍， 雷鸣， 谢正茂， 李晓明 - 中国科学: E 辑, 2001 - cqvip.com
统计分析了大规模搜索引擎系统的用户行为的分布特征. 结果表明, 用户查询内容和URL
点击表现出明显的局部性; 用户查询的分布符合幂函数的特征并具有良好的自相似性 …
点击表现出明显的局部性; 用户查询的分布符合幂函数的特征并具有良好的自相似性 …
The M/G/1 queue with heavy-tailed service time distribution
OJ Boxma, JW Cohen - IEEE journal on selected areas in …, 1998 - ieeexplore.ieee.org
In modern teletraffic applications of queueing theory, service time distributions B (t) with a
heavy tail occur, ie, 1-B (t)/spl sim/Ct/sup-v/for t/spl rarr//spl infin/with v> 1. For such service …
heavy tail occur, ie, 1-B (t)/spl sim/Ct/sup-v/for t/spl rarr//spl infin/with v> 1. For such service …
The concept of relevant time scales and its application to queuing analysis of self-similar traffic (or is Hurst naughty or nice?)
AL Neidhardt, JL Wang - Proceedings of the 1998 ACM SIGMETRICS …, 1998 - dl.acm.org
Recent traffic analyses from various packet networks have shown the existence of long-
range dependence in bursty traffic. In evaluating its impact on queuing performance, earlier …
range dependence in bursty traffic. In evaluating its impact on queuing performance, earlier …
Semi-parametric graphical estimation techniques for long-memory data
MS Taqqu, V Teverovsky - Athens Conference on Applied Probability and …, 1996 - Springer
This paper reviews several periodogram-based methods for estimating the long-memory
parameter H in time series and suggests a way to robustify them. The high frequencies tend …
parameter H in time series and suggests a way to robustify them. The high frequencies tend …