DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE

DOI10.1142/S0218348X01000531zbMath1045.60094OpenAlexW2078936411MaRDI QIDQ4810247

Murad S. Taqqu, Joshua B. Levy

Publication date: 2 September 2004

Published in: Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218348x01000531

zbMATH Keywords

long-range dependencelimiting processfractional stable noiseEthernet traffic

Mathematics Subject Classification ID

Renewal theory (60K05)

Related Items (2)

Mixed‐Norm Spaces and Prediction of SαS Moving Averages ⋮ The asymptotic codifference and covariation of log-fractional stable noise

Cites Work

• The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion
• Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards

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