Aggregation of network traffic and anisotropic scaling of random fields

DOI10.1090/TPMS/1188MaRDI QIDQ6040487zbMATH OpenFDO

Authors Remigijus Leipus, Vytautė Pilipauskaitė, Donatas Surgailis

Publication date 17 May 2023

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2112.01893

zbMATH Keywords

anisotropic scaling of random fieldsfractional Brownian sheetheavy tailsintermediate limitjoint spatial-temporal limitslarge deviationslong-range dependenceM/G/1/0 queueM/G/1/\(\infty\) queueM/G/\(\infty\) queueon/off processregenerative processrenewal processscaling transitionself-similarityshot-noise processstable Lévy sheetsuperimposed network traffictelecom process

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Stable stochastic processes (60G52) Stochastic integrals (60H05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Abstract: We discuss joint spatial-temporal scaling limits of sums $A_{lambda,gamma}$ (indexed by $(x,y)inmathbb{R}_{+}^2$) of large number $O(lambd{a}^{gamma})$ of independent copies of integrated input process $X=X(t),tinmathbbR$ at time scale $lambda$, for any given $gamma>0$. We consider two classes of inputs $X$: (I) Poisson shot-noise with (random) pulse process, and (II) regenerative process with random pulse process and regeneration times following a heavy-tailed stationary renewal process. The above classes include several queueing and network traffic models for which joint spatial-temporal limits were previously discussed in the literature. In both cases (I) and (II) we find simple conditions on the input process in order that normalized random fields $A_{lambda,gamma}$ tend to an $alpha$-stable L'evy sheet $(1<alpha<2)$ if $gamma<gamm{a}_0$, and to a fractional Brownian sheet if $gamma>gamm{a}_0$, for some $gamm{a}_0>0$. We also prove an `intermediate' limit for $gamma=gamm{a}_0$. Our results extend previous works Mikosch et al. (2002), Gaigalas, Kaj (2003) and other papers to more general and new input processes.

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