Extremal dependence analysis of network sessions

DOI10.1007/S10687-009-0096-4zbMATH Open1329.62234arXiv0905.1983OpenAlexW2067752637MaRDI QIDQ650747FDOQ650747

Luis López-Oliveros, Sidney I. Resnick

Publication date: 27 November 2011

Published in: Extremes (Search for Journal in Brave)

Abstract: We refine a stimulating study by Sarvotham et al. [2005] which highlighted the influence of peak transmission rate on network burstiness. From TCP packet headers, we amalgamate packets into sessions where each session is characterized by a 5-tuple (S, D, R, Peak R, Initiation T)=(total payload, duration, average transmission rate, peak transmission rate, initiation time). After careful consideration, a new definition of peak rate is required. Unlike Sarvotham et al. [2005] who segmented sessions into two groups labelled alpha and beta, we segment into 10 sessions according to the empirical quantiles of the peak rate variable as a demonstration that the beta group is far from homogeneous. Our more refined segmentation reveals additional structure that is missed by segmentation into two groups. In each segment, we study the dependence structure of (S, D, R) and find that it varies across the groups. Furthermore, within each segment, session initiation times are well approximated by a Poisson process whereas this property does not hold for the data set taken as a whole. Therefore, we conclude that the peak rate level is important for understanding structure and for constructing accurate simulations of data in the wild. We outline a simple method of simulating network traffic based on our findings.

Full work available at URL: https://arxiv.org/abs/0905.1983

zbMATH Keywords

heavy tailsregular variationspectral measurenetwork modelingpeak transmission rate

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Statistics of extreme values; tail inference (62G32)

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Cited In (3)

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Uses Software

• ismev
• QRM

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