EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS

DOI10.1081/STM-200046446zbMath1061.62077OpenAlexW2070290308MaRDI QIDQ4678849

Felix Hernández-Campos, Kevin Jeffay, Sidney I. Resnick, James Stephen Marron, Cheol-Woo Park

Publication date: 23 May 2005

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/stm-200046446

zbMATH Keywords

regular variationspectral measureheavy tailsasymptotic independencemultivariate extreme value theorybivariate distributionsrank based methodsinternet trafficfile size

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Communication networks in operations research (90B18) Applications of statistics (62P99)

Related Items (10)

Statistical Scale Space Methods ⋮ Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions ⋮ Extremal dependence measure and extremogram: the regularly varying case ⋮ The influence of dependence on data network models ⋮ Hidden regular variation and the rank transform ⋮ Analysis of dependence among size, rate and duration in internet flows ⋮ Data network models of burstiness ⋮ On the Dependence Structure of Gaussian Queues ⋮ Hidden Regular Variation and Detection of Hidden Risks ⋮ Models with hidden regular variation: Generation and detection

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• Asymptotic independence and a network traffic model
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