Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
From MaRDI portal
Publication:2757527
DOI10.1287/moor.23.1.145zbMath0981.60092OpenAlexW2151417038WikidataQ105584377 ScholiaQ105584377MaRDI QIDQ2757527
Gennady Samorodnitsky, Sidney I. Resnick, David C. Heath
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9028
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)
Related Items (44)
Is network traffic approximated by stable Lévy motion or fractional Brownian motion? ⋮ On the maximum workload of a queue fed by fractional Brownian motion. ⋮ Renewal regime switching and stable limit laws ⋮ Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons ⋮ Invariant states and rates of convergence for a critical fluid model of a processor sharing queue. ⋮ Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. ⋮ Estimating the Renewal Function When the Second Moment Is Infinite ⋮ A SINGLE CHANNEL ON/OFF MODEL WITH TCP-LIKE CONTROL ⋮ Heavy tailed durations of regional rainfall. ⋮ Stationarity and control of a tandem fluid network with fractional Brownian motion input ⋮ Empirical Testing Of The Infinite Source Poisson Data Traffic Model ⋮ Generalized Cauchy model of sea level fluctuations with long-range dependence ⋮ Modeling teletraffic arrivals by a Poisson cluster process ⋮ First‐Order Autoregressive Processes with Heterogeneous Persistence ⋮ Patterns of buffer overflow in a class of queues with long memory in the input stream ⋮ Aggregation of network traffic and anisotropic scaling of random fields ⋮ An Analysis of a Large-Scale Machine Repair Model ⋮ Asymptotic loss probability in a finite buffer fluid queue with heterogeneous heavy-tailed on-off processes ⋮ A note on LDP for supremum of Gaussian processes over infinite horizon ⋮ Reduced long-range dependence combining Poisson bursts with on-off sources ⋮ Limits of on/off hierarchical product models for data transmission ⋮ The influence of dependence on data network models ⋮ Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options ⋮ The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences ⋮ Mice and Elephants Visualization of Internet Traffic ⋮ A note on a limit interchange for many-server queues ⋮ On the measurement and treatment of extremes in time series ⋮ Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input ⋮ Asymptotics of Hybrid Fluid Queues with Lévy Input ⋮ Network traffic modeling and packet-loss probability approximation ⋮ On the predictability of long-range dependent series ⋮ Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals ⋮ Subexponential asymptotics of hybrid fluid and ruin models ⋮ Tail Asymptotics of the Supremum of a Regenerative Process ⋮ On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme ⋮ Data network models of burstiness ⋮ A reduced-peak equivalence for queues with a mixture of light-tailed and heavy-tailed input flows ⋮ The superposition of alternating on-off flows and a fluid model ⋮ Conditional limit theorems for regulated fractional Brownian motion ⋮ Memory and infrequent breaks ⋮ How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails ⋮ Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process ⋮ A Note on Bayesian Inference for Long-Range Dependence of a Stationary Two-State Process ⋮ Gaussian copula time series with heavy tails and strong time dependence
This page was built for publication: Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models