Limiting fractal random processes in heavy-tailed systems

MaRDI QIDQ3396057zbMATH OpenFDO

Authors Ingemar Kaj

Publication date 16 September 2009

zbMATH Keywords

convergence theorems for scaled random processesheavy-tailed systemslong-range dependence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Processes with independent increments; Lévy processes (60G51) Renewal theory (60K05) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(22)

• Convergence of scaled renewal processes and a packet arrival model
• Dilatively semistable stochastic processes
• Scaling limits for random fields with long-range dependence
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
• Average case analysis of bounded space bin packing algorithms
• A Poisson bridge between fractional Brownian motion and stable Lévy motion
• Limit theorems for sums of heavy-tailed variables with random dependent weights
• Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic
• Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
• An integral representation of dilatively stable processes with independent increments
• Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
• Series Representation of Time-Stable Stochastic Processes
• Random balls model with dependence
• Scaling limits for a random boxes model
• Moment measures of heavy-tailed renewal point processes: asymptotics and applications
• Large deviations of Poisson Telecom processes
• Dilatively stable stochastic processes and aggregate similarity
• Aggregation of network traffic and anisotropic scaling of random fields
• Self-similar random fields and rescaled random balls models
• The on-off network traffic model under intermediate scaling
• Ultralarge deviations of telecom processes. Large deviation probabilities
• Rescaled weighted random ball models and stable self-similar random fields

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