AGGREGATION OF NETWORK TRAFFIC AND ANISOTROPIC SCALING OF RANDOM FIELDS

被引:1
作者
Leipus, Remigijus [1 ]
Pilipauskaite, Vytaute [2 ]
Surgailis, Donatas [1 ]
机构
[1] Vilnius Univ, Inst Appl Math & Informat, Fac Math, Naugarduko 24, LT-03225 Vilnius, Lithuania
[2] Aalborg Univ, Dept Math Sci, Skjernvej 4A, DK-9220 Aalborg, Denmark
关键词
Heavy tails; long-range dependence; self-similarity; shot-noise process; regen-erative process; superimposed network traffic; joint spatial-temporal limits; anisotropic scaling of random fields; scaling transition; intermediate limit; Telecom process; stable Le'vy sheet; fractional Brownian sheet; renewal process; large deviations; ON/OFF process; M/G/8; queue; M/G/1/0; M/G/1/8; COEFFICIENT AR(1) PROCESSES; FRACTIONAL BROWNIAN-MOTION; LONG-RANGE DEPENDENCE; CONTEMPORANEOUS AGGREGATION; SELF-SIMILARITY; ASYMPTOTICS; CONVERGENCE; IMMIGRATION; TRANSITION; LIMITS;
D O I
10.1090/tpms/1188
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We discuss joint spatial-temporal scaling limits of sums A(?,?) (indexed by (x, y)? R-+(2)) of large number O(?(?)) of independent copies of integrated input process X = {X (t), t ? R} at time scale ?, for any given-y > 0. We consider two classes of inputs X: (I) Poisson shot-noise with (random) pulse process, and (II) regenerative process with random pulse process and regeneration times following a heavy-tailed stationary renewal process. The above classes include several queueing and network traffic models for which joint spatial-temporal limits were previously discussed in the literature. In both cases (I) and (II) we find simple conditions on the input process in order that the normalized random fields A?,? tend to an a-stable Le ' vy sheet (1 < a < 2) if-y <-y0, and to a fractional Brownian sheet if-y >-y0, for some-y0 > 0. We also prove an 'intermediate' limit for-y =-y0. Our results extend the previous works of R. Gaigalas and I. Kaj [Bernoulli 9 (2003), no. 4, 671-703] and T. Mikosch, S. Resnick, H. Rootze ' n and A. Stegeman [Ann. Appl. Probab. 12 (2002), no. 1, 23-68] and other papers to more general and new input processes.
引用
收藏
页码:77 / 126
页数:50
相关论文
共 46 条
[1]  
Asmussen S., 2003, Applied Probability and Queues, V51
[2]   REGULAR VARIATION IN A FIXED-POINT PROBLEM FOR SINGLE- AND MULTI-CLASS BRANCHING PROCESSES AND QUEUES [J].
Asmussen, Soren ;
Foss, Sergey .
ADVANCES IN APPLIED PROBABILITY, 2018, 50 (0A) :47-61
[3]  
Benassi A, 2002, BERNOULLI, V8, P97
[4]  
Benassi A, 1997, REV MAT IBEROAM, V13, P19
[5]   Operator scaling stable random fields [J].
Bierme, Hermine ;
Meerschaert, Mark M. ;
Scheffler, Hans-Peter .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2007, 117 (03) :312-332
[6]   ON SOME LIMIT THEOREMS SIMILAR TO ARC-SIN LAW [J].
BREIMAN, L .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1965, 10 (02) :323-&
[7]   SUBEXPONENTIALITY OF THE PRODUCT OF INDEPENDENT RANDOM-VARIABLES [J].
CLINE, DBH ;
SAMORODNITSKY, E .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1994, 49 (01) :75-98
[8]  
Cohen S., 2013, Fractional Fields and Applications, Mathematiques & Applications (Berlin) [Mathematics & Applications], DOI [10.1007/978-3-642-36739-7, DOI 10.1007/978-3-642-36739-7]
[9]  
DEMEYER A, 1980, J APPL PROBAB, V17, P802, DOI 10.2307/3212973
[10]   The on-off network traffic model under intermediate scaling [J].
Dombry, Clement ;
Kaj, Ingemar .
QUEUEING SYSTEMS, 2011, 69 (01) :29-44