Dependence structure of a renewal-reward process with infinite variance

Fractals

Volumn 9, Issue 2, 2001, Pages 185-192

  Levy, Joshua B ^a   Taqqu, Murad S ^b  

^a UNIVERSITY OF TEXAS OF THE PERMIAN BASIN   (United States)

^b Boston University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347143013     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X01000531     Document Type: Article

References (7)

1. W. E. Leland, M. S. Taqqu, W. Willinger and D. V. Wilson, "On the Self-Similar Nature of Ethernet Traffic (Extended version)," IEEE/ACM Trans. Networking 2, 1-15 (1994).
2. W. Willinger, M. S. Taqqu, R. Sherman and D. V. Wilson, "Self-Similarity Through High-Variability: Statistical Analysis of Ethernet LAN Traffic at the Source level," IEEE/ACM Trans. Networking 5(1), 71-86 (1997). Extended version of the paper with the same title that appeared in Comp. Commun. Rev. 25 100-113 (1995).
3. W. Willinger, M. S. Taqqu, R. Sherman and D. V. Wilson, "Self-Similarity Through High-Variability: Statistical Analysis of Ethernet LAN Traffic at the Source level," IEEE/ACM Trans. Networking 5(1), 71-86 (1997). Extended version of the paper with the same title that appeared in Comp. Commun. Rev. 25 100-113 (1995).
4. J. B. Levy and M. S. Taqqu, "Renewal Reward Processes with Heavy-Tailed Interrenewal Times and Heavy-Tailed Rewards," Bernoulli 6(1), 23-44 (2000).
5. V. Pipiras and M. S. Taqqu, "The Limit of a Renewal-Reward Process with Heavy-Tailed Rewards is not a Linear Fractional Stable Motion," Bernoulli 6, 607-614 (2000).
6. G. Samorodnitsky and M. S. Taqqu, Stable Non-Gaussian Processes: Stochastic Models with Infinite Variance (Chapman and Hall, New York, London, 1994).
7. G. Maruyama, "Infinitely Divisible Processes," Theory Prob. Appl. 15(1), 1-22 (1970).