Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards

Bernoulli

Volumn 6, Issue 1, 2000, Pages 23-44

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

^a Center for Language and Brain   (United States)

^b Boston University   (United States)

Author keywords

Computer networks; Infinite variance; Self similar processes; Stable processes; Telecommunications

Indexed keywords

EID: 33749620020     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318631     Document Type: Article

References (8)

1. Leland, W.E., Taqqu, M.S., Willinger, W. and Wilson, D.V (1994) On the self-similar nature of Ethernet traffic (Extended version). IEEE/ACM Trans. Nehvorking, 2, 1-15.
2. Levy, J. and Taqqu, M.S. (1987) On renewal processes having stable inter-renewal intervals and stable rewards. Ann. Sei. Math. Quebec, 11, 95-110.
3. Mandelbrot, B.B. (1969) Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Internat. Econom. Rev., 10, 82-113.
4. Samorodnitsky, G. and Taqqu, M.S. (1994) Stable Non-Gaiissian Processes: Stochastic Models with Infinite Variance. London: Chapman & Hall.
5. Taqqu, M.S. and Levy, J. (1986) Using renewal processes to generate long-range dependence and high variability. In E. Eberlein and M.S. Taqqu (eds), Dependence in Probability and Statistics, pp. 73-89. Boston: Birkhäuser.
6. Taqqu, M.S., Willinger, W. and Sherman, R. (1997) Proof of a fundamental result in self-similar traffic modeling. Comput. Commun. Rev., 27(2), 5-23.
7. Willinger, \V., Taqqu, M.S., Sherman, R. and Wilson, D.V (1997), Self-similarity through highvariability: statistical analysis of Ethernet LAN traffic at the source level. IEEE/ACM Trans. Networking, 5(1), 71-86.
8. Extended Version of the paper with the same title that appeared in 1995 in Comput. Commun. Rev., 25, 100-113.