The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance*

DOI10.1111/1467-9469.00283zbMath1020.60082OpenAlexW2041579542MaRDI QIDQ4416178

Murad S. Taqqu

Publication date: 7 August 2003

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00283

zbMATH Keywords

fractional Brownian motionrenewal reward processstable processself-similar process

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Markov renewal processes, semi-Markov processes (60K15)

Related Items (10)

Large deviations of Poisson Telecom processes ⋮ Estimating the Renewal Function When the Second Moment Is Infinite ⋮ On limit theorem in some service systems ⋮ Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes ⋮ On highly skewed fractional log‐stable noise sequences and their application ⋮ On \(1/f\) noise ⋮ Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process ⋮ Gaussian copula of stable random vectors and application ⋮ LASS: a tool for the local analysis of self-similarity ⋮ The rescaled variance statistic and the determination of the Hurst exponent

Cites Work

• Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
• Wavelet analysis of long-range-dependent traffic
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