Is network traffic approximated by stable Levy motion or fractional Brownian motion

By Thomas Mikosch, Sidney I. Resnick, Holger Rootz'en, Alwin Stegeman. 2002

316 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Electrical and Electronic Engineering, Management Information Systems

View Paper: https://www.semanticscholar.org/paper/d6b533922987870b90ba7c5319b044a93d4bc469

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In Computer Networks and Communications

In Electrical and Electronic Engineering

In Management Information Systems

Citations in the corpus

Probabilistic Properties of Stochastic Volatility Models (2009, background): “[29]), the one-dimensional marginals of GARCH and infinite variance stable processes (see Goldie [22], Basrak et al.”
Recent Advances in ARCH Modelling (2007, unknown): “Similar properties were proved in Mikosch et al. (2002) for some models arising in telecommu- nications.”
Fluctuations of Lévy Processes with Applications (2014, background): “8 of Moran (1968), Kingman (1967) and the earlier work of Campbell (1909, 1910).”
Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed (2004, methodology): “This result extends that of Mikosch et al. (2002) who considered the so-called on-off version of the model.”
Bibliography on stable distributions, processes and related topics (2004, background): “…et al. (1994), Parulekar and Makowski (1996), Paxson and Floyd (1994), Willinger et al. (1997), Souryal et al. (2003), Wolpert and Taqqu (2005), Mikosch et al. (2002), Beran et al. (1995), Petropulu et al. (2000), Yang and Petropulu (2001a), Yang and Petropulu (2003), Yu et al. (2005), Cappé…”
Regularly varying functions (2006, background): “Recently, regular variation has become one of the key notions for modelling the behavior of large telecommunications networks, see e.g. Leland et al. [35], Heath et al. [23], Mikosch et al. [40].”
Exact asymptotics for fluid queues fed by multiple heavy-tailed on-off flows (2004, background): “In Section 3, we give a broad overview of the main results of the paper, and describe how the dominant set may be determined from a simple knapsack formulation.”
Activity Signature Functions for High-Frequency Data Analysis (2010, unknown): “Under a so-called ‘‘slow-growth’’ condition, processes related to the classical α-stable process are important for modeling internet traffic (Mikosch et al., 2002, Theorem1, p. 33).”