EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS

DOI10.1081/STM-200046446MaRDI QIDQ4678849zbMATH OpenOpenAlexFDO

Authors Felix Hernández-Campos, Kevin Jeffay, Cheolwoo Park, J. S. Marron, Sidney I. Resnick

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

asymptotic independencebivariate distributionsfile sizeheavy tailsinternet trafficmultivariate extreme value theoryrank based methodsregular variationspectral measure

Mathematics Subject Classification ID

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

Recommendations

• Analysis of dependence among size, rate and duration in internet flows
• The Extremal Dependence Measure and Asymptotic Independence
• Extreme-value analysis of teletraffic data
• Nonparametric estimation of extremal dependence
• Measuring the extremal dependence

Cites work

• A characterization of multivariate regular variation.
• Asymptotic independence and a network traffic model
• Dependence measures for extreme value analyses
• Estimating the limit distribution of multivariate extremes
• Hidden regular variation, second order regular variation and asymptotic independence
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 847282 (Why is no real title available?)
• Nonparametric estimation of the spectral measure of an extreme value distribution.
• Sea and wind: multivariate extremes at work
• SiZer for Exploration of Structures in Curves
• Statistics for near independence in multivariate extreme values
• The Extremal Dependence Measure and Asymptotic Independence
• The plane with parallel coordinates

Cited in

(14)

• Worst case traffic from regulated sources
• Hidden regular variation and detection of hidden risks
• Models with hidden regular variation: generation and detection
• On the Dependence Structure of Gaussian Queues
• Internet Traffic Tends Toward Poisson and Independent as the Load Increases
• The influence of dependence on data network models
• Data network models of burstiness
• Hidden regular variation and the rank transform
• Statistical Scale Space Methods
• Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler-Reiss distributions
• Extremal dependence analysis of network sessions
• Extremal dependence measure and extremogram: the regularly varying case
• Extreme-value analysis of teletraffic data
• Analysis of dependence among size, rate and duration in internet flows

This page was built for publication: EXTREMAL DEPENDENCE: INTERNET TRAFFIC APPLICATIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4678849)