Convergence of scaled renewal processes and a packet arrival model
From MaRDI portal
Publication:1431537
DOI10.3150/bj/1066223274zbMath1043.60077MaRDI QIDQ1431537
Ingemar Kaj, Raimundas Gaigalas
Publication date: 10 June 2004
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1066223274
weak convergence; fractional Brownian motion; long-range dependence; renewal process; heavy tail; stable Lévy motion; packet arrival process
60E07: Infinitely divisible distributions; stable distributions
60F05: Central limit and other weak theorems
60G18: Self-similar stochastic processes
60G52: Stable stochastic processes
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
60K05: Renewal theory
Related Items
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime, Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes, Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus, Reduced long-range dependence combining Poisson bursts with on-off sources, Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes, The on-off network traffic model under intermediate scaling, Small and large scale asymptotics of some Lévy stochastic integrals, Convergence of superpositions of scaled renewal processes with a finite number of different distributions, Scaling transition for long-range dependent Gaussian random fields, Dilatively semistable stochastic processes, Scaling limits for random fields with long-range dependence, Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes, Superposition of renewal processes with heavy-tailed interarrival times, A Poisson bridge between fractional Brownian motion and stable Lévy motion, On fractional tempered stable motion, A Long-Range Dependent Model for Network Traffic with Flow-Scale Correlations, On the Dependence Structure of Gaussian Queues
