Probabilistic sampling of finite renewal processes

DOI10.3150/10-BEJ321zbMATH Open1229.62111arXiv1201.1076OpenAlexW3101508188MaRDI QIDQ654409FDOQ654409

Nelson Antunes, Vladas Pipiras

Publication date: 28 December 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: Consider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by probabilistic sampling of the finite renewal process, where each renewal is sampled with a fixed probability and independently of other renewals. The problem addressed in this work concerns statistical inference of the original distributions of the total number of renewals and interrenewal times from a sample of i.i.d. finite point processes obtained by sampling finite renewal processes. This problem is motivated by traffic measurements in the Internet in order to characterize flows of packets (which can be seen as finite renewal processes) and where the use of packet sampling is becoming prevalent due to increasing link speeds and limited storage and processing capacities.

Full work available at URL: https://arxiv.org/abs/1201.1076

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zbMATH Keywords

samplingasymptotic normalitythinningdecompoundingIP flowsfinite renewal processnumber of renewals

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Non-Markovian processes: estimation (62M09) Renewal theory (60K05)

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Cited In (2)

• Non-Gaussian semi-stable laws arising in sampling of finite point processes
• How special is a 'special' interval: modeling departure from length-biased sampling in renewal processes

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