an:01906200
Zbl 1021.60076
Mikosch, Thomas; Resnick, Sidney; Rootz??n, Holger; Stegeman, Alwin
Is network traffic approximated by stable L??vy motion or fractional Brownian motion?
EN
Ann. Appl. Probab. 12, No. 1, 23-68 (2002).
00094841
2002
j
60K25 60F05
heavy tails; regular variation; self-similarity; stable L??vy motion; fractional Brownian motion; workload
From the authors' abstract: Cumulative broadband network traffic is often thought to be well modeled by fractional Brownian motion (FBM). However, some traffic measurements do not show an agreement with the Gaussian marginal distribution assumption. The authors show that if connection rates are modest relative to heavy tailed connection length distribution tails, then stable L??vy motion is a sensible approximation to cumulative traffic over a time period. If connection rates are large relative to heavy tailed connection length distribution tails, then FBM is the appropriate approximation. The results are framed as limit theorems for a sequence of cumulative input processes whose connection rates are varying in such a way as to remove or induce long range dependence.
V.Schmidt (Ulm)