Is network traffic approximated by stable Lévy motion or fractional Brownian motion?

DOI10.1214/aoap/1015961155zbMath1021.60076OpenAlexW1513487224MaRDI QIDQ1872414

Alwin Stegeman, Thomas Mikosch, Holger Rootzén, Sidney I. Resnick

Publication date: 6 May 2003

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1015961155

zbMATH Keywords

workloadfractional Brownian motionregular variationself-similarityheavy tailsstable Lévy motion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Queueing theory (aspects of probability theory) (60K25)

Related Items

Aggregation of network traffic and anisotropic scaling of random fields ⋮ Sojourns of fractional Brownian motion queues: transient asymptotics ⋮ Editorial introduction: special issue on Gaussian queues ⋮ Large deviations and long-time behavior of stochastic fluid queues with generalized fractional Brownian motion input ⋮ Minimal model of diffusion with time changing Hurst exponent ⋮ Sample path moderate deviations for a family of long-range dependent traffic and associated queue length processes ⋮ Teletraffic as a Stochastic Playground* ⋮ Data network models of burstiness ⋮ Fractional Brownian motion in superharmonic potentials and non-Boltzmann stationary distributions ⋮ Generating schemes for long memory processes: regimes, aggregation and linearity ⋮ Renewal regime switching and stable limit laws ⋮ Scaling transition for nonlinear random fields with long-range dependence ⋮ Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows. ⋮ Fractional Brownian Motion withH< 1/2 as a Limit of Scheduled Traffic ⋮ Asymptotics for duration-driven long range dependent processes ⋮ Minimizing Large Deviation Paths for a Family of Long-Range Dependent Processes and Their Fractional Brownian Approximations ⋮ On limit theorem in some service systems ⋮ Scaling limits for random fields with long-range dependence ⋮ A two-queue polling model with priority on one queue and heavy-tailed on/off sources: a heavy-traffic limit ⋮ Activity signature functions for high-frequency data analysis ⋮ The \(M/G/\infty\) system revisited: finiteness, summability, long range dependence, and reverse engineering ⋮ Modeling teletraffic arrivals by a Poisson cluster process ⋮ Limit theorems for sums of heavy-tailed variables with random dependent weights ⋮ Hölder regularity for operator scaling stable random fields ⋮ Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation ⋮ Local linear estimation for stochastic processes driven by \(\alpha\)-stable Lévy motion ⋮ Random rewards, fractional Brownian local times and stable self-similar processes ⋮ A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime ⋮ CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES ⋮ The multiplicative chaos of \(H=0\) fractional Brownian fields ⋮ Prediction in a Poisson cluster model with multiple cluster processes ⋮ Small and large scale behavior of moments of Poisson cluster processes ⋮ Discrete approximation of a stable self-similar stationary increments process ⋮ Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes ⋮ Open problems in Gaussian fluid queueing theory ⋮ Stochastic approximation with long range dependent and heavy tailed noise ⋮ Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\) ⋮ Discrete-time trawl processes ⋮ Joint aggregation of random-coefficient AR(1) processes with common innovations ⋮ Rescaled weighted determinantal random balls ⋮ Bounds on exponential moments of hitting times for reflected processes on the positive orthant ⋮ Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes ⋮ Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions ⋮ Function-indexed empirical processes based on an infinite source Poisson transmission stream ⋮ Realized Laplace transforms for pure-jump semimartingales ⋮ Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale ⋮ Poisson shot noise traffic model and approximation of significant functionals ⋮ Reduced long-range dependence combining Poisson bursts with on-off sources ⋮ ON THE DISCRETE-TIME G/GI/∞ QUEUE ⋮ The influence of dependence on data network models ⋮ The Marcinkiewicz-Zygmund-type strong law of large numbers with general normalizing sequences ⋮ Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals ⋮ The on-off network traffic model under intermediate scaling ⋮ On the fluid limit of the \(M / G /\infty\) queue ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance ⋮ On the infimum attained by the reflected fractional Brownian motion ⋮ Transient Asymptotics of Lévy-Driven Queues ⋮ Macroscopic analysis of determinantal random balls ⋮ A Long-Range Dependent Model for Network Traffic with Flow-Scale Correlations ⋮ Estimation of the memory parameter of the infinite-source Poisson process ⋮ The Poisson aggregation process ⋮ Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint ⋮ Covariances Estimation for Long-Memory Processes ⋮ LASS: a tool for the local analysis of self-similarity ⋮ Generalized operator-scaling random ball model ⋮ Heavy traffic limit theorems for a queue with Poisson ON/OFF long-range dependent sources and general service time distribution ⋮ Convergence of superpositions of scaled renewal processes with a finite number of different distributions ⋮ Maximizing information exchange between complex networks ⋮ Prediction in a Poisson cluster model ⋮ Sample covariances of random-coefficient AR(1) panel model ⋮ Stable limits of sums of bounded functions of long memory moving averages with finite variance ⋮ Large deviation properties of constant rate data streams sharing a buffer with long-range dependent traffic in critical loading ⋮ Sample path large deviations for a family of long-range dependent traffic and associated queue length processes ⋮ Rates for branching particle approximations of continuous-discrete filters ⋮ Stochastic modeling in nanoscale biophysics: subdiffusion within proteins ⋮ Infinite dimensional functional convergences in random balls model ⋮ Multi-operator scaling random fields ⋮ Operator-scaling Gaussian random fields via aggregation ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ Q-Fractional Brownian Motion in Infinite Dimensions with Application to Fractional Black–Scholes Market ⋮ The Self‐Similar and Multifractal Nature of a Network Traffic Model ⋮ Controllable Markov jump processes. II: Monitoring and optimization of TCP connections ⋮ Rescaled weighted random ball models and stable self-similar random fields ⋮ Can Markov switching model generate long memory? ⋮ Inference for local distributions at high sampling frequencies: a bootstrap approach ⋮ Limit theorems for the empirical distribution function of scaled increments of Itô semimartingales at high frequencies ⋮ Simulation of a Local Time Fractional Stable Motion ⋮ On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations ⋮ Anisotropic scaling limits of long-range dependent random fields ⋮ On the Dependence Structure of Gaussian Queues ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises ⋮ On a lower asymptotic bound of the overflow probability in a fluid queue with a heterogeneous fractional input ⋮ Random coefficient autoregression, regime switching and long memory ⋮ Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise ⋮ Transient characteristics of Gaussian queues ⋮ Probability density of fractional Brownian motion and the fractional Langevin equation with absorbing walls ⋮ On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise ⋮ Macroscopic analysis of shot-noise Cox random balls ⋮ On the superposition of heterogeneous traffic at large time scales ⋮ Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion ⋮ Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion ⋮ Conditional limit theorems for regulated fractional Brownian motion ⋮ Fractional Brownian heavy traffic approximations of multiclass feedforward queueing networks ⋮ Non-Gaussian behavior of reflected fractional Brownian motion ⋮ A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH ⋮ Scaling transition for long-range dependent Gaussian random fields ⋮ Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process ⋮ Nonparametric estimation of periodic signal disturbed by α-stable noises

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Macroscopic models for long-range dependent network traffic
• How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails
• Towards better multi-class parametric-decomposition approximations for open queueing networks
• Patterns of buffer overflow in a class of queues with long memory in the input stream
• Self-similar communication models and very heavy tails.
• Explosive Poisson shot noise processes with applications to risk reserves
• Activity periods of an infinite server queue and performance of certain heavy tailed fluid queues
• Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards
• LIMITS FOR CUMULATIVE INPUT PROCESSES TO QUEUES
• Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models
• Weak convergence of high-speed network traffic models
• Asymptotic results for multiplexing subexponential on-off processes
• Empirical Testing Of The Infinite Source Poisson Data Traffic Model
• A test for nonlinearity of time series with infinite variance