메뉴 건너뛰기




Volumn , Issue , 2003, Pages 287-371

Modeling data networks

Author keywords

[No Author keywords available]

Indexed keywords


EID: 27844514042     PISSN: None     EISSN: None     Source Type: Book    
DOI: None     Document Type: Chapter
Times cited : (13)

References (165)
  • 1
    • 84874784804 scopus 로고    scopus 로고
    • Ondelettes et Turbulences-Multirésolutions, Algorithmes de Décompositions, Invariance d’Echelle et Signaux de Pression
    • Paris
    • P. Abry. Ondelettes et Turbulences-Multirésolutions, Algorithmes de Décompositions, Invariance d’Echelle et Signaux de Pression. Diderot, Editeur des Sciences et des Arts, Paris, 1997.
    • (1997) Diderot, Editeur des Sciences et des Arts
    • Abry, P.1
  • 3
    • 0031700563 scopus 로고    scopus 로고
    • Wavelet analysis of long-range-dependent traffic
    • P. Abry and D. Veitch. Wavelet analysis of long-range-dependent traffic. IEEE Trans. Inform. Theory, 44(1):2-15, 1998.
    • (1998) IEEE Trans. Inform. Theory , vol.44 , Issue.1 , pp. 2-15
    • Abry, P.1    Veitch, D.2
  • 4
    • 0004176753 scopus 로고
    • An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes
    • Institute of Mathematical Statistics, Hayward
    • R.J. Adler. An Introduction to Continuity, Extrema and Related Topics for General Gaussian Processes, volume 12 of IMS Lectures Notes. Institute of Mathematical Statistics, Hayward, 1990.
    • (1990) IMS Lectures Notes , vol.12
    • Adler, R.J.1
  • 10
    • 0030335268 scopus 로고    scopus 로고
    • Tail index estimation, Pareto quantile plots, and regression diagnostics
    • J. Beirlant, P. Vynckier, and J. Teugels. Tail index estimation, Pareto quantile plots, and regression diagnostics. J. Amer. Statist. Assoc., 91(436):1659-1667, 1996.
    • (1996) J. Amer. Statist. Assoc. , vol.91 , Issue.436 , pp. 1659-1667
    • Beirlant, J.1    Vynckier, P.2    Teugels, J.3
  • 11
    • 84972520545 scopus 로고
    • Statistical methods for data with long-range dependence
    • With discussions and rejoinder, pages 404-427
    • J. Beran. Statistical methods for data with long-range dependence. Statistical Science, 7(4):404-416, 1992. With discussions and rejoinder, pages 404-427.
    • (1992) Statistical Science , vol.7 , Issue.4 , pp. 404-416
    • Beran, J.1
  • 15
    • 0001855345 scopus 로고
    • Schemes exhibiting Hurst behavior
    • J. Srivastava, editor, Amsterdam, North Holland
    • D.C. Boes. Schemes exhibiting Hurst behavior. In J. Srivastava, editor, Essays in Honor of Franklin Graybill, pages 21-42, Amsterdam, North Holland. 1988.
    • (1988) Essays in Honor of Franklin Graybill , pp. 21-42
    • Boes, D.C.1
  • 16
    • 0043044653 scopus 로고
    • On the expected range and expected adjusted range of partial sums of exchangeable random variables
    • D.C. Boes and J.D. Salas-La Cruz. On the expected range and expected adjusted range of partial sums of exchangeable random variables. J. Applied Probability, 10:671-677, 1973.
    • (1973) J. Applied Probability , vol.10 , pp. 671-677
    • Boes, D.C.1    Salas-La Cruz, J.D.2
  • 17
    • 85057437075 scopus 로고    scopus 로고
    • A single channel on/off model with tcp-like control
    • M. Borkovec, A. Dasgupta, S. Resnick, and G. Samorodnitsky. A single channel on/off model with tcp-like control. web available at http://critical.orie.cornell.edu/trlist/trlist.html; to appear: J. Applied Probability, 2000.
    • (2000) J. Applied Probability
    • Borkovec, M.1    Dasgupta, A.2    Resnick, S.3    Samorodnitsky, G.4
  • 19
    • 85057436133 scopus 로고
    • Weak convergence and range analysis for dams with Markovian input rate
    • P.J. Brockwell, N. Pacheco-Santiago, and S. Resnick. Weak convergence and range analysis for dams with Markovian input rate. J. Applied Probability, 19:272-289, 1982.
    • (1982) J. Applied Probability , vol.19 , pp. 272-289
    • Brockwell, P.J.1    Pacheco-Santiago, N.2    Resnick, S.3
  • 22
    • 0034832871 scopus 로고    scopus 로고
    • On the nonstationarity of internet traffic
    • J. Cao, W. Cleveland, D. Lin, and Don X. Sun. On the nonstationarity of internet traffic. Proceedings of the ACM SIGMETRICS’01, pages 102-112, 2001. http://cm.bell-labs.com/cm/ms/departments/sia/InternetTraffic/webpapers.html.
    • (2001) Proceedings of the ACM SIGMETRICS’01 , pp. 102-112
    • Cao, J.1    Cleveland, W.2    Lin, D.3    Sun, D.X.4
  • 25
    • 54649083174 scopus 로고    scopus 로고
    • Sample correlations of infinite variance time series models: An empirical and theoretical study
    • J. Cohen, S. Resnick, and G. Samorodnitsky. Sample correlations of infinite variance time series models: an empirical and theoretical study. J. Appl. Math. Stochastic Anal., 11(3):255-282, 1998.
    • (1998) J. Appl. Math. Stochastic Anal. , vol.11 , Issue.3 , pp. 255-282
    • Cohen, J.1    Resnick, S.2    Samorodnitsky, G.3
  • 26
    • 0001884067 scopus 로고
    • Characterizing surface smoothness via estimation of effective fractal dimension
    • A.G. Constantine and P. Hall. Characterizing surface smoothness via estimation of effective fractal dimension. J.R. Statist. Soc. B, 56:97-113, 1994.
    • (1994) J.R. Statist. Soc. B , vol.56 , pp. 97-113
    • Constantine, A.G.1    Hall, P.2
  • 27
    • 0002810030 scopus 로고
    • Long-range dependence: A review
    • H.A. David and H.T. David, editors, Iowa State University Press
    • D.R. Cox. Long-range dependence: a review. In H.A. David and H.T. David, editors, Statistics: An Appraisal, pages 55-74. Iowa State University Press, 1984.
    • (1984) Statistics: An Appraisal , pp. 55-74
    • Cox, D.R.1
  • 30
    • 0030149554 scopus 로고    scopus 로고
    • Self-similarity in world wide web traffic: Evidence and possible causes
    • M. Crovella and A. Bestavros. Self-similarity in world wide web traffic: evidence and possible causes. Performance Evaluation Review, 24:160-169, 1996.
    • (1996) Performance Evaluation Review , vol.24 , pp. 160-169
    • Crovella, M.1    Bestavros, A.2
  • 31
    • 0031383380 scopus 로고    scopus 로고
    • Self-similarity in world wide web traffic: Evidence and possible causes
    • M. Crovella and A. Bestavros. Self-similarity in world wide web traffic: evidence and possible causes. IEEE/ACM Transactions on Networking, 5(6):835-846, 1997.
    • (1997) IEEE/ACM Transactions on Networking , vol.5 , Issue.6 , pp. 835-846
    • Crovella, M.1    Bestavros, A.2
  • 34
    • 0000857049 scopus 로고
    • Kernel estimates for the tail index of a distribution
    • S. Csörgő, P. Deheuvels, and D. Mason. Kernel estimates for the tail index of a distribution. Ann. Statist., 13:1050-1077, 1985.
    • (1985) Ann. Statist. , vol.13 , pp. 1050-1077
    • Csörgo, S.1    Deheuvels, P.2    Mason, D.3
  • 35
    • 84971138745 scopus 로고
    • Central limit theorems for sums of extreme values
    • S. Csörgő and D. Mason. Central limit theorems for sums of extreme values. Math. Proc. Camb. Phil. Soc., 98:547-558, 1985.
    • (1985) Math. Proc. Camb. Phil. Soc. , vol.98 , pp. 547-558
    • Csörgo, S.1    Mason, D.2
  • 37
    • 0032264526 scopus 로고    scopus 로고
    • The sample autocorrelations of heavy-tailed processes with applications to ARCH
    • R.A. Davis and T. Mikosch. The sample autocorrelations of heavy-tailed processes with applications to ARCH. Ann. Statistics., 26(5):2049-2080, 1998.
    • (1998) Ann. Statistics. , vol.26 , Issue.5 , pp. 2049-2080
    • Davis, R.A.1    Mikosch, T.2
  • 38
    • 0001568756 scopus 로고
    • Limit theory for moving averages of random variables with regularly varying tail probabilities
    • R.A. Davis and S.I. Resnick. Limit theory for moving averages of random variables with regularly varying tail probabilities. Ann. Probability, 13(1):179-195, 1985.
    • (1985) Ann. Probability , vol.13 , Issue.1 , pp. 179-195
    • Davis, R.A.1    Resnick, S.I.2
  • 39
    • 0000613180 scopus 로고
    • More limit theory for the sample correlation function of moving averages
    • R.A. Davis and S.I. Resnick. More limit theory for the sample correlation function of moving averages. Stochastic Processes and their Applications, 20:257-279, 1985.
    • (1985) Stochastic Processes and their Applications , vol.20 , pp. 257-279
    • Davis, R.A.1    Resnick, S.I.2
  • 40
    • 0000074862 scopus 로고
    • Limit theory for the sample covariance and correlation functions of moving averages
    • R.A. Davis and S.I. Resnick. Limit theory for the sample covariance and correlation functions of moving averages. Ann. Statistics, 14(2):533-558, 1986.
    • (1986) Ann. Statistics , vol.14 , Issue.2 , pp. 533-558
    • Davis, R.A.1    Resnick, S.I.2
  • 41
    • 0030365344 scopus 로고    scopus 로고
    • Limit theory for bilinear processes with heavy tailed noise
    • R.A. Davis and S.I. Resnick. Limit theory for bilinear processes with heavy tailed noise. Ann. Applied Probability, 6:1191-1210, 1996.
    • (1996) Ann. Applied Probability , vol.6 , pp. 1191-1210
    • Davis, R.A.1    Resnick, S.I.2
  • 43
    • 0002291937 scopus 로고    scopus 로고
    • Sea and wind: Multivariate extremes at work
    • L. de Haan and J. de Ronde. Sea and wind: multivariate extremes at work. Extremes, 1(1):7-46, 1998.
    • (1998) Extremes , vol.1 , Issue.1 , pp. 7-46
    • de Haan, L.1    de Ronde, J.2
  • 44
    • 0032330687 scopus 로고    scopus 로고
    • Comparison of tail index estimators
    • L. de Haan and L. Peng. Comparison of tail index estimators. Statist. Neerlandica, 52(1):60-70, 1998.
    • (1998) Statist. Neerlandica , vol.52 , Issue.1 , pp. 60-70
    • de Haan, L.1    Peng, L.2
  • 46
    • 0000476661 scopus 로고
    • Estimating the limit distribution of multivariate extremes
    • L. de Haan and S.I. Resnick. Estimating the limit distribution of multivariate extremes. Stochastic Models, 9(2):275-309, 1993.
    • (1993) Stochastic Models , vol.9 , Issue.2 , pp. 275-309
    • de Haan, L.1    Resnick, S.I.2
  • 47
    • 0011515738 scopus 로고    scopus 로고
    • On asymptotic normality of the Hill estimator
    • L. de Haan and S.I. Resnick. On asymptotic normality of the Hill estimator. Stochastic Models, 14:849-867, 1998.
    • (1998) Stochastic Models , vol.14 , pp. 849-867
    • de Haan, L.1    Resnick, S.I.2
  • 49
    • 0001591373 scopus 로고
    • On the estimation of the extreme-value index and large quantile estimation
    • A.L.M. Dekkers and L. de Haan. On the estimation of the extreme-value index and large quantile estimation. Ann. Statist., 17:1795-1832, 1989.
    • (1989) Ann. Statist. , vol.17 , pp. 1795-1832
    • Dekkers, A.L.M.1    de Haan, L.2
  • 50
    • 0001080355 scopus 로고
    • Optimal choice of sample fraction in extremevalue estimation
    • A.L.M. Dekkers and L. de Haan. Optimal choice of sample fraction in extremevalue estimation. Journal of Mult. Anal., 1993.
    • (1993) Journal of Mult. Anal.
    • Dekkers, A.L.M.1    de Haan, L.2
  • 51
    • 0001760675 scopus 로고
    • A moment estimator for the index of an extreme-value distribution
    • A.L.M. Dekkers, J.H.J. Einmahl, and L. de Haan. A moment estimator for the index of an extreme-value distribution. Ann. Stat., 17:1833-1855, 1989.
    • (1989) Ann. Stat. , vol.17 , pp. 1833-1855
    • Dekkers, A.L.M.1    Einmahl, J.H.J.2    de Haan, L.3
  • 58
    • 0031224028 scopus 로고    scopus 로고
    • Linear programming estimators and bootstrapping for heavy tailed phenomena
    • P. Feigin and S. Resnick. Linear programming estimators and bootstrapping for heavy tailed phenomena. Advances in Appl. Probability, 29:759-805, 1997.
    • (1997) Advances in Appl. Probability , vol.29 , pp. 759-805
    • Feigin, P.1    Resnick, S.2
  • 59
    • 84959967675 scopus 로고
    • Estimation for autoregressive processes with positive innovations
    • P. Feigin and S.I. Resnick. Estimation for autoregressive processes with positive innovations. Stochastic Models, 8:479-498, 1992.
    • (1992) Stochastic Models , vol.8 , pp. 479-498
    • Feigin, P.1    Resnick, S.I.2
  • 60
  • 61
    • 0000913134 scopus 로고    scopus 로고
    • Pitfalls of fitting autoregressive models for heavytailed time series
    • P. Feigin and S.I. Resnick. Pitfalls of fitting autoregressive models for heavytailed time series. Extremes, 1:391-422, 1999.
    • (1999) Extremes , vol.1 , pp. 391-422
    • Feigin, P.1    Resnick, S.I.2
  • 62
    • 0001817861 scopus 로고    scopus 로고
    • Data networks as cascades: Investigating the multifractal nature of Internet WAN traffic
    • Vancouver, B.C
    • A. Feldmann, A.C. Gilbert, and W. Willinger. Data networks as cascades: Investigating the multifractal nature of Internet WAN traffic. In Proceedings of the ACM Sigcomm’98, pages 25-38, Vancouver, B.C., 1998.
    • (1998) Proceedings of the ACM Sigcomm’98 , pp. 25-38
    • Feldmann, A.1    Gilbert, A.C.2    Willinger, W.3
  • 63
    • 0000194105 scopus 로고
    • The asymptotic distribution of the range of sums of independent random variables
    • W. Feller. The asymptotic distribution of the range of sums of independent random variables. Ann. Math. Statistics, 22:427-432, 1951.
    • (1951) Ann. Math. Statistics , vol.22 , pp. 427-432
    • Feller, W.1
  • 65
    • 85029864069 scopus 로고
    • Analysis, modeling and generation of self similar vbr video traffic
    • London
    • M.W. Garrett and W. Willinger. Analysis, modeling and generation of self similar vbr video traffic. In Proceedings of the ACM SigComm, London, 1994.
    • (1994) Proceedings of the ACM SigComm
    • Garrett, M.W.1    Willinger, W.2
  • 68
    • 0032625224 scopus 로고    scopus 로고
    • Scaling analysis of conservative cascades, with applications to network traffic
    • A.C. Gilbert, W. Willinger, and A. Feldmann. Scaling analysis of conservative cascades, with applications to network traffic. IEEE Transactions on Information Theory, 45(3):971-991, 1999.
    • (1999) IEEE Transactions on Information Theory , vol.45 , Issue.3 , pp. 971-991
    • Gilbert, A.C.1    Willinger, W.2    Feldmann, A.3
  • 69
    • 0035528760 scopus 로고    scopus 로고
    • Testing for long memory in the presence of a general trend
    • L. Giraitis, P. Kokoszka, and R. Leipus. Testing for long memory in the presence of a general trend. J. Applied Probability, 38:1033-1054, 2001.
    • (2001) J. Applied Probability , vol.38 , pp. 1033-1054
    • Giraitis, L.1    Kokoszka, P.2    Leipus, R.3
  • 71
    • 0038771393 scopus 로고
    • A new limit theorem for processes with Gaussian increments
    • E.G. Gladyshev. A new limit theorem for processes with Gaussian increments. Theory Probab. Appl., 6:52-61, 1961.
    • (1961) Theory Probab. Appl. , vol.6 , pp. 52-61
    • Gladyshev, E.G.1
  • 73
    • 0002407801 scopus 로고
    • On some simple estimates of an exponent of regular variation
    • Series B
    • P. Hall. On some simple estimates of an exponent of regular variation. J. Roy. Stat. Assoc., 44:37-42, 1982. Series B.
    • (1982) J. Roy. Stat. Assoc. , vol.44 , pp. 37-42
    • Hall, P.1
  • 74
    • 0031260682 scopus 로고    scopus 로고
    • Patterns of buffer overflow in a class of queues with long memory in the input stream
    • D. Heath, S. Resnick, and G. Samorodnitsky. Patterns of buffer overflow in a class of queues with long memory in the input stream. Ann. Applied Probability, 7(4):1021-1057, 1997.
    • (1997) Ann. Applied Probability , vol.7 , Issue.4 , pp. 1021-1057
    • Heath, D.1    Resnick, S.2    Samorodnitsky, G.3
  • 75
    • 0031996403 scopus 로고    scopus 로고
    • Heavy tails and long range dependence in on/off processes and associated fluid models
    • D. Heath, S. Resnick, and G. Samorodnitsky. Heavy tails and long range dependence in on/off processes and associated fluid models. Math. Oper. Res., 23(1):145-165, 1998.
    • (1998) Math. Oper. Res. , vol.23 , Issue.1 , pp. 145-165
    • Heath, D.1    Resnick, S.2    Samorodnitsky, G.3
  • 76
    • 0033469273 scopus 로고    scopus 로고
    • How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails
    • D. Heath, S. Resnick, and G. Samorodnitsky. How system performance is affected by the interplay of averages in a fluid queue with long range dependence induced by heavy tails. Ann. Appl. Probab., 9:352-375, 1999.
    • (1999) Ann. Appl. Probab. , vol.9 , pp. 352-375
    • Heath, D.1    Resnick, S.2    Samorodnitsky, G.3
  • 77
    • 0030168831 scopus 로고    scopus 로고
    • What are the implications of long-range dependence for vbr-video traffic engineering?
    • D. Heyman and T.V. Lakshman. What are the implications of long-range dependence for vbr-video traffic engineering? IEEE-ACM Transactions on Networking, 4(3):301-317, 1996.
    • (1996) IEEE-ACM Transactions on Networking , vol.4 , Issue.3 , pp. 301-317
    • Heyman, D.1    Lakshman, T.V.2
  • 78
    • 0001263124 scopus 로고
    • A simple general approach to inference about the tail of a distribution
    • B.M. Hill. A simple general approach to inference about the tail of a distribution. Ann. Statist., 3:1163-1174, 1975.
    • (1975) Ann. Statist. , vol.3 , pp. 1163-1174
    • Hill, B.M.1
  • 79
    • 0000234372 scopus 로고
    • On tail estimation using dependent data
    • T. Hsing. On tail estimation using dependent data. Ann. Statist., 19:1547-1569, 1991.
    • (1991) Ann. Statist. , vol.19 , pp. 1547-1569
    • Hsing, T.1
  • 82
    • 0004229732 scopus 로고
    • Springer-Verlag, New York, Translated from the Russian by A.B. Aries
    • I.A. Ibragimov and Y.A. Rozanov. Gaussian Random Processes. Springer-Verlag, New York, 1978. Translated from the Russian by A.B. Aries.
    • (1978) Gaussian Random Processes
    • Ibragimov, I.A.1    Rozanov, Y.A.2
  • 83
    • 0010783758 scopus 로고
    • Wavelet coefficients of a Gaussian process and applications
    • J. Istas. Wavelet coefficients of a Gaussian process and applications. Ann. Inst. H. Poincaré Probab. Statist., 28(4):537-556, 1992.
    • (1992) Ann. Inst. H. Poincaré Probab. Statist. , vol.28 , Issue.4 , pp. 537-556
    • Istas, J.1
  • 84
    • 0040826627 scopus 로고
    • Variations quadratiques et estimation de l’exposant de Hölder local d’un processus gaussien
    • J. Istas and G. Lang. Variations quadratiques et estimation de l’exposant de Hölder local d’un processus gaussien. C. R. Acad. Sci. Paris Sér. I Math., 319(2):201-206, 1994.
    • (1994) C. R. Acad. Sci. Paris Sér. I Math. , vol.319 , Issue.2 , pp. 201-206
    • Istas, J.1    Lang, G.2
  • 85
    • 0031521238 scopus 로고    scopus 로고
    • Quadratic variations and estimation of the local Hölder index of a Gaussian process
    • J. Istas and G. Lang. Quadratic variations and estimation of the local Hölder index of a Gaussian process. Ann. Inst. H. Poincaré Probab. Statist., 33(4):407-436, 1997.
    • (1997) Ann. Inst. H. Poincaré Probab. Statist. , vol.33 , Issue.4 , pp. 407-436
    • Istas, J.1    Lang, G.2
  • 86
    • 0010920135 scopus 로고
    • Estimation de la fonction de covariance d’un processus gaussien stationnaire par méthodes d’échelles
    • J. Istas and C. Laredo. Estimation de la fonction de covariance d’un processus gaussien stationnaire par méthodes d’échelles. C. R. Acad. Sci. Paris Sér. I Math., 316(5):495-498, 1993.
    • (1993) C. R. Acad. Sci. Paris Sér. I Math. , vol.316 , Issue.5 , pp. 495-498
    • Istas, J.1    Laredo, C.2
  • 87
    • 0033443957 scopus 로고    scopus 로고
    • The multifractal nature of Lévy processes
    • S. Jaffard. The multifractal nature of Lévy processes. Probab. Theory Related Fields, 114(2):207-227, 1999.
    • (1999) Probab. Theory Related Fields , vol.114 , Issue.2 , pp. 207-227
    • Jaffard, S.1
  • 88
    • 0032378453 scopus 로고    scopus 로고
    • Subexponential asymptotics of a Markov-modulated random walk with queueing applications
    • P. Jelenković and A. Lazar. Subexponential asymptotics of a Markov-modulated random walk with queueing applications. J. Applied Probability, 35(2):325-347, 1998.
    • (1998) J. Applied Probability , vol.35 , Issue.2 , pp. 325-347
    • Jelenković, P.1    Lazar, A.2
  • 89
    • 85037956385 scopus 로고    scopus 로고
    • Asymptotic results for multiplexing subexponential on-off processes
    • P. Jelenković and A. Lazar. Asymptotic results for multiplexing subexponential on-off processes. Advances in Applied Probability, 31:394-421, 1999.
    • (1999) Advances in Applied Probability , vol.31 , pp. 394-421
    • Jelenković, P.1    Lazar, A.2
  • 90
    • 0001116897 scopus 로고    scopus 로고
    • A network multiplexer with multiple time scale and subexponential arrivals
    • Glasserman P., K. Sigman, and D.D. Yao, editors, Lecture Notes in Statistics, Springer, New York
    • P. Jelenković and A.A. Lazar. A network multiplexer with multiple time scale and subexponential arrivals. In Glasserman P., K. Sigman, and D.D. Yao, editors, Stochastic Networks, volume 117 of Lecture Notes in Statistics, pages 215-235. Springer, New York, 1996.
    • (1996) Stochastic Networks , vol.117 , pp. 215-235
    • Jelenković, P.1    Lazar, A.A.2
  • 91
    • 14244255625 scopus 로고    scopus 로고
    • Estimating the fractal dimension of a locally selfsimilar gaussian process by using increments
    • J. Kent and A.T.A. Wood. Estimating the fractal dimension of a locally selfsimilar gaussian process by using increments. J.R. Statist. Soc. B, 59(3):679-699, 1997.
    • (1997) J.R. Statist. Soc. B , vol.59 , Issue.3 , pp. 679-699
    • Kent, J.1    Wood, A.T.A.2
  • 93
    • 0032382395 scopus 로고    scopus 로고
    • Macroscopic models for long-range dependent network traffic
    • T. Konstantopoulos and S.J. Lin. Macroscopic models for long-range dependent network traffic. Queueing Systems Theory Appl., 28(1-3):215-243, 1998.
    • (1998) Queueing Systems Theory Appl. , vol.28 , Issue.1-3 , pp. 215-243
    • Konstantopoulos, T.1    Lin, S.J.2
  • 94
    • 0000562848 scopus 로고    scopus 로고
    • The qq-estimator and heavy tails
    • M. Kratz and S. Resnick. The qq-estimator and heavy tails. Stochastic Models, 12:699-724, 1996.
    • (1996) Stochastic Models , vol.12 , pp. 699-724
    • Kratz, M.1    Resnick, S.2
  • 95
    • 0000845598 scopus 로고
    • Discrimination between monotonic trends and long range dependence
    • H. Künsch. Discrimination between monotonic trends and long range dependence. J. Applied Probability, 23:1025-1030, 1986.
    • (1986) J. Applied Probability , vol.23 , pp. 1025-1030
    • Künsch, H.1
  • 102
    • 33749620020 scopus 로고    scopus 로고
    • Renewal reward processes with heavy-tailed interrenewal times and heavy-tailed rewards
    • J. Levy and M. Taqqu. Renewal reward processes with heavy-tailed interrenewal times and heavy-tailed rewards. Bernoulli, 6:23-44, 2000.
    • (2000) Bernoulli , vol.6 , pp. 23-44
    • Levy, J.1    Taqqu, M.2
  • 103
    • 0011293985 scopus 로고
    • On renewal processes having stable inter-renewal intervals and stable rewards
    • J. Levy and M.S. Taqqu. On renewal processes having stable inter-renewal intervals and stable rewards. Les Annales des Sciences Mathematiques du Quebec, 11:95-110, 1987.
    • (1987) Les Annales des Sciences Mathematiques du Quebec , vol.11 , pp. 95-110
    • Levy, J.1    Taqqu, M.S.2
  • 106
    • 0000782528 scopus 로고
    • Laws of large numbers for sums of extreme values
    • D. Mason. Laws of large numbers for sums of extreme values. Ann. Probability, 10:754-764, 1982.
    • (1982) Ann. Probability , vol.10 , pp. 754-764
    • Mason, D.1
  • 107
    • 0037231482 scopus 로고    scopus 로고
    • Small and large time scale analysis of a network traffic model
    • K. Maulik and S. Resnick. Small and large time scale analysis of a network traffic model. Queuing Systems, 43:221-250, 2003.
    • (2003) Queuing Systems , vol.43 , pp. 221-250
    • Maulik, K.1    Resnick, S.2
  • 108
    • 0037003085 scopus 로고    scopus 로고
    • A network traffic model with random transmission rate
    • K. Maulik, S. Resnick, and H. Rootzén. A network traffic model with random transmission rate. J. Applied Probability, 39:671-699, 2002.
    • (2002) J. Applied Probability , vol.39 , pp. 671-699
    • Maulik, K.1    Resnick, S.2    Rootzén, H.3
  • 109
    • 0036114594 scopus 로고    scopus 로고
    • Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
    • T. Mikosch, S. Resnick, H. Rootzén, and A.W. Stegeman. Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Ann. Applied Probability, 12(1):23-68, 2002.
    • (2002) Ann. Applied Probability , vol.12 , Issue.1 , pp. 23-68
    • Mikosch, T.1    Resnick, S.2    Rootzén, H.3    Stegeman, A.W.4
  • 113
    • 18244408170 scopus 로고
    • On the range of cumulative sums
    • P.A.P. Moran. On the range of cumulative sums. Ann. Inst. Stat. Math., 16:109-112, 1964.
    • (1964) Ann. Inst. Stat. Math. , vol.16 , pp. 109-112
    • Moran, P.A.P.1
  • 114
    • 0000948585 scopus 로고
    • Marginal distributions of self-similar processes with stationary increments
    • G.L. O’Brien and W. Vervaat. Marginal distributions of self-similar processes with stationary increments. Z. Wahrscheinlichkeitstheorie verw. Gebiete, 64:129-138, 1983.
    • (1983) Z. Wahrscheinlichkeitstheorie verw. Gebiete , vol.64 , pp. 129-138
    • O’Brien, G.L.1    Vervaat, W.2
  • 115
    • 0010923189 scopus 로고
    • Self-similar processes with stationary increments generated by point processes
    • G.L. O’Brien and W. Vervaat. Self-similar processes with stationary increments generated by point processes. Ann. Probility, 13:28-52, 1985.
    • (1985) Ann. Probility , vol.13 , pp. 28-52
    • O’Brien, G.L.1    Vervaat, W.2
  • 117
    • 0032661531 scopus 로고    scopus 로고
    • The window distribution of idealized tcp congestion avoidance with variable packet loss
    • T.J. Ott and A. Misra. The window distribution of idealized tcp congestion avoidance with variable packet loss. In INFOCOM (3), pages 1564-1572, 2000.
    • (2000) INFOCOM (3) , pp. 1564-1572
    • Ott, T.J.1    Misra, A.2
  • 119
    • 0003751766 scopus 로고    scopus 로고
    • Self-similar network traffic: An overview
    • K. Park and W. Willinger, editors, Wiley-Interscience, New York
    • K. Park and W. Willinger. Self-similar network traffic: an overview. In K. Park and W. Willinger, editors, Self-Similar Network Traffic and Performance Evaluation. Wiley-Interscience, New York, 2000.
    • (2000) Self-Similar Network Traffic and Performance Evaluation
    • Park, K.1    Willinger, W.2
  • 123
    • 0001646544 scopus 로고    scopus 로고
    • The limit of a renewal-reward process with heavytailed rewards is not a linear fractional stable motion
    • V. Pipiras and M. Taqqu. The limit of a renewal-reward process with heavytailed rewards is not a linear fractional stable motion. Bernoulli, 6:607-614, 2000.
    • (2000) Bernoulli , vol.6 , pp. 607-614
    • Pipiras, V.1    Taqqu, M.2
  • 125
    • 0031512270 scopus 로고    scopus 로고
    • Heavy tail modeling and teletraffic data
    • S. Resnick. Heavy tail modeling and teletraffic data. Ann. Statist., 25:1805-1869, 1997.
    • (1997) Ann. Statist. , vol.25 , pp. 1805-1869
    • Resnick, S.1
  • 127
    • 0000616908 scopus 로고
    • A bivariate stable characterization and domains of attraction
    • S. Resnick and P. Greenwood. A bivariate stable characterization and domains of attraction. Journal of Multivariate Analysis, 9:206-221, 1979.
    • (1979) Journal of Multivariate Analysis , vol.9 , pp. 206-221
    • Resnick, S.1    Greenwood, P.2
  • 128
    • 0033680207 scopus 로고    scopus 로고
    • A heavy traffic approximation for workload processes with heavy tailed service requirements
    • S. Resnick and G. Samorodnitsky. A heavy traffic approximation for workload processes with heavy tailed service requirements. Management Science, 46:1236-1248, 2000.
    • (2000) Management Science , vol.46 , pp. 1236-1248
    • Resnick, S.1    Samorodnitsky, G.2
  • 130
    • 0033249378 scopus 로고    scopus 로고
    • How misleading can sample acf’s of stable ma’s be? (Very!)
    • S. Resnick, G. Samorodnitsky, and F. Xue. How misleading can sample acf’s of stable ma’s be? (Very!). Ann. Applied Probability, 9(3):797-817, 1999.
    • (1999) Ann. Applied Probability , vol.9 , Issue.3 , pp. 797-817
    • Resnick, S.1    Samorodnitsky, G.2    Xue, F.3
  • 131
    • 0041042277 scopus 로고    scopus 로고
    • Growth rates of sample covariances of stationary symmetric α-stable processes associated with null recurrent markov chains
    • S. Resnick, G. Samorodnitsky, and F. Xue. Growth rates of sample covariances of stationary symmetric α-stable processes associated with null recurrent markov chains. Stochastic Processes and Their Applications, 85:321-339, 2000.
    • (2000) Stochastic Processes and Their Applications , vol.85 , pp. 321-339
    • Resnick, S.1    Samorodnitsky, G.2    Xue, F.3
  • 132
    • 21844502279 scopus 로고
    • Consistency of Hill’s estimator for dependent data
    • S. Resnick and C. Stărică. Consistency of Hill’s estimator for dependent data. J. Applied Probability, 32(1):139-167, 1995.
    • (1995) J. Applied Probability , vol.32 , Issue.1 , pp. 139-167
    • Resnick, S.1    Stărică, C.2
  • 133
    • 0008697956 scopus 로고    scopus 로고
    • Asymptotic behavior of Hill’s estimator for autoregressive data
    • S. Resnick and C. Stărică. Asymptotic behavior of Hill’s estimator for autoregressive data. Stochastic Models, 13:703-723, 1997.
    • (1997) Stochastic Models , vol.13 , pp. 703-723
    • Resnick, S.1    Stărică, C.2
  • 135
    • 0043251778 scopus 로고    scopus 로고
    • Sample correlation behavior for the heavy tailed general bilinear process
    • S. Resnick and E. van den Berg. Sample correlation behavior for the heavy tailed general bilinear process. Stochastic Models, 16(2):233-258, 2000.
    • (2000) Stochastic Models , vol.16 , Issue.2 , pp. 233-258
    • Resnick, S.1    van den Berg, E.2
  • 136
    • 0008368650 scopus 로고    scopus 로고
    • A test for nonlinearity of time series with infinite variance
    • S. Resnick and E. van den Berg. A test for nonlinearity of time series with infinite variance. Extremes, 3(4):145-172, 2000.
    • (2000) Extremes , vol.3 , Issue.4 , pp. 145-172
    • Resnick, S.1    van den Berg, E.2
  • 137
    • 85037780777 scopus 로고    scopus 로고
    • Weak convergence of high-speed network traffic models
    • S. Resnick and E. van den Berg. Weak convergence of high-speed network traffic models. J. Applied Probability, 37(2):575-597, 2000.
    • (2000) J. Applied Probability , vol.37 , Issue.2 , pp. 575-597
    • Resnick, S.1    van den Berg, E.2
  • 138
    • 0002095272 scopus 로고
    • Point processes, regular variation and weak convergence
    • S.I. Resnick. Point processes, regular variation and weak convergence. Adv. Applied Probability, 18:66-138, 1986.
    • (1986) Adv. Applied Probability , vol.18 , pp. 66-138
    • Resnick, S.I.1
  • 142
    • 0034346706 scopus 로고    scopus 로고
    • Self-similar communication models and very heavy tails
    • S.I. Resnick and H. Rootzén. Self-similar communication models and very heavy tails. Ann. Applied Probability, 10:753-778, 2000.
    • (2000) Ann. Applied Probability , vol.10 , pp. 753-778
    • Resnick, S.I.1    Rootzén, H.2
  • 143
    • 0039969414 scopus 로고    scopus 로고
    • Technical Report, ECE Dept., Rice University, TR 99-06
    • R.H. Riedi. Multifractal processes. Technical Report, ECE Dept., Rice University, TR 99-06, 1999.
    • (1999) Multifractal processes
    • Riedi, R.H.1
  • 147
    • 0032222171 scopus 로고    scopus 로고
    • On the distribution of tail array sums for strongly mixing stationary sequences
    • H. Rootzén, M.R. Leadbetter, and L. de Haan. On the distribution of tail array sums for strongly mixing stationary sequences. Ann. Applied Probability, 8(3):868-885, 1998.
    • (1998) Ann. Applied Probability , vol.8 , Issue.3 , pp. 868-885
    • Rootzén, H.1    Leadbetter, M.R.2    de Haan, L.3
  • 148
    • 0016072495 scopus 로고
    • Expected range and adjusted range of hydrologic sequences
    • J.D. Salas and D. Boes. Expected range and adjusted range of hydrologic sequences. Water Resoures Research, 10(3):457-463, 1974.
    • (1974) Water Resoures Research , vol.10 , Issue.3 , pp. 457-463
    • Salas, J.D.1    Boes, D.2
  • 149
    • 0017930667 scopus 로고
    • Nonstationarity of mean and Hurst phenomenon
    • J.D. Salas and D. Boes. Nonstationarity of mean and Hurst phenomenon. Water Resources Research, 14(1):135-143, 1978.
    • (1978) Water Resources Research , vol.14 , Issue.1 , pp. 135-143
    • Salas, J.D.1    Boes, D.2
  • 150
    • 0018656382 scopus 로고
    • Hurst phenomenon as a preasymptotic behavior
    • J.D. Salas, D. Boes, and V. Yevjevich. Hurst phenomenon as a preasymptotic behavior. J. Hydrology, 44(1-2):1-15, 1979.
    • (1979) J. Hydrology , vol.44 , Issue.1-2 , pp. 1-15
    • Salas, J.D.1    Boes, D.2    Yevjevich, V.3
  • 155
    • 0002234093 scopus 로고    scopus 로고
    • Multivariate extremes for models with constant conditional correlations
    • C. Stărică. Multivariate extremes for models with constant conditional correlations. J. Empirical Finance, 6:515-553, 1999.
    • (1999) J. Empirical Finance , vol.6 , pp. 515-553
    • Stărică, C.1
  • 156
    • 0001832102 scopus 로고
    • Using renewal processes to generate long-range dependence and high variability
    • E. Eberlein and M.S. Taqqu, editors, Birkhäuser, Boston
    • M.S. Taqqu and J. Levy. Using renewal processes to generate long-range dependence and high variability. In E. Eberlein and M.S. Taqqu, editors, Dependence in Probability and Statistics, pages 73-89, Birkhäuser, Boston, 1986.
    • (1986) Dependence in Probability and Statistics , pp. 73-89
    • Taqqu, M.S.1    Levy, J.2
  • 158
    • 33747987888 scopus 로고    scopus 로고
    • Estimation conjointe en ondelettes des paramètres du phénomène de dépendance longue
    • D. Veitch and P. Abry. Estimation conjointe en ondelettes des paramètres du phénomène de dépendance longue. In Proc. 16ième Colloque GRETSI, Grenoble, France, pages 1451-1454, 1997.
    • (1997) Proc. 16ième Colloque GRETSI, Grenoble, France , pp. 1451-1454
    • Veitch, D.1    Abry, P.2
  • 159
    • 0345748906 scopus 로고    scopus 로고
    • A wavelet based joint estimator for the parameters of LRD
    • special issue “Multiscale Statistical Signal Analysis and Its Application.”
    • D. Veitch and P. Abry. A wavelet based joint estimator for the parameters of LRD. IEEE Trans. Info. Th., 1998. special issue “Multiscale Statistical Signal Analysis and Its Application.”
    • (1998) IEEE Trans. Info. Th.
    • Veitch, D.1    Abry, P.2
  • 160
    • 0002897750 scopus 로고
    • Sample paths of self-similar processes with stationary increments
    • W. Vervaat. Sample paths of self-similar processes with stationary increments. Ann. Probabability, 13:1-27, 1985.
    • (1985) Ann. Probabability , vol.13 , pp. 1-27
    • Vervaat, W.1
  • 164
    • 85013592037 scopus 로고
    • Self-similarity through high variability: Statistical analysis of ethernet lan traffic at the source level
    • Proceedings of the ACM/SIGCOMM’95, Cambridge, MA
    • W. Willinger, M.S. Taqqu, M. Leland, and D. Wilson. Self-similarity through high variability: statistical analysis of ethernet lan traffic at the source level. Computer Communications Review, 25:100-113, 1995. Proceedings of the ACM/SIGCOMM’95, Cambridge, MA.
    • (1995) Computer Communications Review , vol.25 , pp. 100-113
    • Willinger, W.1    Taqqu, M.S.2    Leland, M.3    Wilson, D.4
  • 165
    • 0031078972 scopus 로고    scopus 로고
    • Self-similarity through high variability: Statistical analysis of ethernet lan traffic at the source level (extended version)
    • W. Willinger, M.S. Taqqu, M. Leland, and D. Wilson. Self-similarity through high variability: statistical analysis of ethernet lan traffic at the source level (extended version). IEEE/ACMTransactionson Networking, 5(1):71-96, 1997.
    • (1997) IEEE/ACMTransactionson Networking , vol.5 , Issue.1 , pp. 71-96
    • Willinger, W.1    Taqqu, M.S.2    Leland, M.3    Wilson, D.4


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.