The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance*

DOI10.1111/1467-9469.00283MaRDI QIDQ4416178zbMATH OpenOpenAlexFDO

Authors Murad S. Taqqu

Publication date 7 August 2003

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00283

zbMATH Keywords

fractional Brownian motionrenewal reward processself-similar processstable process

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Communication networks in operations research (90B18)

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Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1944320 (Why is no real title available?)
• scientific article; zbMATH DE number 1944327 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 932439 (Why is no real title available?)
• Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
• Wavelet analysis of long-range-dependent traffic

Cited in

(13)

• Asymptotic law of limit distribution for fractional Ornstein-Uhlenbeck process
• Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes
• On 1/f noise
• The rescaled variance statistic and the determination of the Hurst exponent
• On limit theorem in some service systems
• Estimating the Renewal Function When the Second Moment Is Infinite
• scientific article; zbMATH DE number 4054761 (Why is no real title available?)
• DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE
• Gaussian copula of stable random vectors and application
• Large deviations of Poisson Telecom processes
• On highly skewed fractional log‐stable noise sequences and their application
• An extension of the standard multifractional Brownian motion
• LASS: a tool for the local analysis of self-similarity

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