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Volumn , Issue , 2005, Pages 199-217

Limiting fractal random processes in heavy-tailed systems

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EID: 31344433287     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/1-84628-048-6_13     Document Type: Chapter
Times cited : (39)

References (19)
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    • Çaǧlar, M.1
  • 2
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    • A non-Gaussian limit process with long-range dependence
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  • 3
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    • Convergence of scaled renewal processes and a packet arrival model
    • Gaigalas R, Kaj I (2003) Convergence of scaled renewal processes and a packet arrival model. Bernoulli 9, 671-703
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    • Gaigalas, R.1    Kaj, I.2
  • 5
    • 33645374148 scopus 로고    scopus 로고
    • Stationarity of delayed subordinators
    • van Harn K, Steutel FW (2001) Stationarity of delayed subordinators. Stochastic Models 17(3), 369-374
    • (2001) Stochastic Models , vol.17 , Issue.3 , pp. 369-374
    • Van Harn, K.1    Steutel, F.W.2
  • 8
    • 84892827229 scopus 로고    scopus 로고
    • Scaling limit results for the sum of many inverse Lévy subordinators
    • Department of Mathematics, Uppsala University
    • Kaj I, Martin-Löf A (2004) Scaling limit results for the sum of many inverse Lévy subordinators. U.U.D.M. 2004:13, Department of Mathematics, Uppsala University
    • (2004) U.U.D.M. , vol.2004 , pp. 13
    • Kaj, I.1    Martin-Löf, A.2
  • 9
    • 84892783795 scopus 로고    scopus 로고
    • Manuscript in preparation, Uppsala University
    • Kaj I, Maulik K (2005) Manuscript in preparation, Uppsala University
    • (2005)
    • Kaj, I.1    Maulik, K.2
  • 10
    • 19744380595 scopus 로고    scopus 로고
    • Convergence to fractional Brownian motion and to the Telecom process: The integral representation approach
    • Uppsala University
    • Kaj I, Taqqu MS (2004) Convergence to fractional Brownian motion and to the Telecom process: the integral representation approach. U.U.D.M 2004:16, Uppsala University
    • (2004) U.U.D.M , vol.2004 , pp. 16
    • Kaj, I.1    Taqqu, M.S.2
  • 12
    • 0001325574 scopus 로고    scopus 로고
    • Limit theorems for workload input
    • Kelly F.P, Zachary S, Ziedins I (eds). Clarendon Press Oxford U.K
    • Kurtz TG (1996) Limit theorems for workload input. In: Kelly F.P, Zachary S, Ziedins I (eds) Stochastic Networks, theory and applications. Clarendon Press Oxford U.K.
    • (1996) Stochastic Networks, Theory and Applications
    • Kurtz, T.G.1
  • 13
    • 33749620020 scopus 로고    scopus 로고
    • Renewal reward processes with heavy-tailed interrenewal times and heavy-tailed rewards
    • Levy JB, Taqqu MS (2000) Renewal reward processes with heavy-tailed interrenewal times and heavy-tailed rewards. Bernoulli 6:1, 23-44
    • (2000) Bernoulli , vol.6 , Issue.1 , pp. 23-44
    • Levy, J.B.1    Taqqu, M.S.2
  • 14
    • 84892831214 scopus 로고    scopus 로고
    • A network traffic model with random transmission rate
    • Maulik K, Resnick S, Rootzn H (2003) A network traffic model with random transmission rate. Adv. Appl. Probab. 39 671-699
    • (2003) Adv. Appl. Probab. , vol.39 , pp. 671-699
    • Maulik, K.1    Resnick, S.2    Rootzn, H.3
  • 15
    • 0036114594 scopus 로고    scopus 로고
    • Is network traffic approximated by stable Lévy motion or fractional Brownian motion?
    • Mikosch Th, Resnick S, Rootźen H, Stegeman A (2002) Is network traffic approximated by stable Lévy motion or fractional Brownian motion? Ann. Appl. Probab. 12, 23-68
    • (2002) Ann. Appl. Probab. , vol.12 , pp. 23-68
    • Th, M.1    Resnick, S.2    Rootźen, H.3    Stegeman, A.4
  • 16
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    • Slow, fast and arbitrary growth conditions for renewal reward processes when the renewals and the rewards are heavy-tailed
    • Pipiras V, Taqqu MS, Levy JB (2004) Slow, fast and arbitrary growth conditions for renewal reward processes when the renewals and the rewards are heavy-tailed. Bernoulli 10, 121-163
    • (2004) Bernoulli , vol.10 , pp. 121-163
    • Pipiras, V.1    Taqqu, M.S.2    Levy, J.B.3
  • 17
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    • The modeling of Ethernet data and of signals that are heavytailed with infinite variance
    • Taqqu MS (2002) The modeling of Ethernet data and of signals that are heavytailed with infinite variance. Scand. J. Stat. 29, 273-295
    • (2002) Scand. J. Stat. , vol.29 , pp. 273-295
    • Taqqu, M.S.1
  • 18
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    • Proof of a fundamental result in self-similar traffic modeling
    • Taqqu MS, Willinger W, Sherman R (1997) Proof of a fundamental result in self-similar traffic modeling. Comput. Commun. Review 27:2, 5-23
    • (1997) Comput. Commun. Review , vol.27 , Issue.2 , pp. 5-23
    • Taqqu, M.S.1    Willinger, W.2    Sherman, R.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.