Browsing DSP Publications by Author "Riedi, Rudolf H."
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Additive and Multiplicative Mixture Trees for Network Traffic Modeling
Sarvotham, Shriram; Wang, Xuguang; Riedi, Rudolf H.; Baraniuk, Richard G. (20020501)Network traffic exhibits drastically different statistics, ranging from nearly Gaussian marginals and long range dependence at very large time scales to highly nonGaussian marginals and multifractal scaling on small scales. ... 
Compound Poisson Cascades
Chainais , Pierre; Riedi, Rudolf H.; Abry, Patrice (20020501)Multiplicative processes and multifractals proved useful in various applications ranging from hydrodynamic turbulence to computer network traffic, to name but two. Placing multifractal analysis in the more general framework ... 
Conditional and Relative Multifractal Spectra
Riedi, Rudolf H.; Scheuring, Istvan (19970301)In the study of the involved geometry of singular distributions the use of fractal and multifractal analysis has shown results of outstanding significance. So far, the investigation has focused on structures produced by ... 
Connectionlevel Analysis and Modeling of Network Traffic
Sarvotham, Shriram; Riedi, Rudolf H.; Baraniuk, Richard G. (20011101)Most network traffic analysis and modeling studies lump all connections together into a single flow. Such aggregate traffic typically exhibits longrangedependent (LRD) correlations and nonGaussian marginal distributions. ... 
Diverging moments and parameter estimation
Goncalves, Paulo; Riedi, Rudolf H. (20040115)Heavy tailed distributions enjoy increased popularity and become more readily applicable as the arsenal of analytical and numerical tools grows. They play key roles in modeling approaches in networking, finance, hydrology ... 
Exceptions to the Multifractal Formalism for Discontinuous Measures
Riedi, Rudolf H.; Mandelbrot, Benoit (19980115)In an earlier paper the authors introduced the <i>inverse measure</i> <i>Âµ</i><sup>â </sup>(<i>dt</i>) of a given measure <i>Âµ</i>(<i>dt</i>) on [0,1] and presented the 'inversion formula' <i>f</i><sup>â </sup>(<i>a</i>) ... 
Explicit Lower Bounds of the Hausdorff Dimension of Certain Self Affine Sets
Riedi, Rudolf H. (19950120)A lower bound of the Hausdorff dimension of certain selfaffine sets is given. Moreover, this and other known bounds such as the box dimension are expressed in terms of solutions of simple equations involving the singular ... 
Fractional Brownian motion and data traffic modeling: The other end of the spectrum
Vehel, Jacques; Riedi, Rudolf H. (19970120)We analyze the fractal behavior of the high frequency part of the Fourier spectrum of fBm using multifractal analysis and show that it is not consistent with what is measured on real traffic traces. We propose two extensions ... 
A Hierarchical and Multiscale Analysis of EBusiness Workloads
Menascé, Daniel; Almeida, Virgilio; Riedi, Rudolf H. (20020115)Understanding the nature and characteristics of Ebusiness workloads is a crucial step to improve the quality of service offered to customers in electronic business environments. Using a multilayer hierarchical model, ... 
An Improved Multifractal Formalism and Self Affine Measures
Riedi, Rudolf H. (19930120)This document is a six page summary of my Ph.D. thesis in which multifractal formalism based on counting on coarse levels (as opposed to a dimensional approach) is developed. This formalism is then applied to selfaffine ... 
An Improved Multifractal Formalism and Self Similar Measures
Riedi, Rudolf H. (19950101)To characterize the geometry of a measure, its socalled generalized dimensions D(<i>q</i>) have been introduced recently. The mathematically precise definition given by Falconer turns out to be unsatisfactory for reasons ... 
An introduction to multifractals
Riedi, Rudolf H. (19970115)This is an easy read introduction to multifractals. We start with a thorough study of the Binomial measure from a multifractal point of view, introducing the main multifractal tools. We then continue by showing how to ... 
Inverse Measures, the Inversion formula, and Discontinuous Multifractals
Mandelbrot, Benoit; Riedi, Rudolf H. (19970120)The present paper is part I of a series of three closely related papers in which the inverse measure m' of a given measure m on [0,1] is introduced. In the first case discussed in detail, both these measures are multifractal ... 
Inversion Formula for Continuous Multifractals
Riedi, Rudolf H.; Mandelbrot, Benoit (19970120)In a previous paper the authors introduced the inverse measure <i>Âµ</i><sup>â </sup> of a probability measure <i>Âµ</i> on [0,1]. It was argued that the respective multifractal spectra are linked by the 'inversion formula' ... 
Locating Available Bandwidth Bottlenecks
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20040901)The Spatiotemporal Available Bandwidth estimator (STAB), a new edgebased probing tool, locates thin links  those links with less available bandwidth than all links preceeding them  on endtoend network paths. By ... 
LongRange Dependence: Now you see it now you don't!
Karagiannis , Thomas; Faloutsos , Michalis; Riedi, Rudolf H. (20021120)Over the last few years, the network community has started to rely heavily on the use of novel concepts such as selfsimilarity and LongRange Dependence (LRD). Despite their wide use, there is still much confusion regarding ... 
Multifractal CrossTraffic Estimation
Ribeiro, Vinay Joseph; Coates, Mark J.; Riedi, Rudolf H.; Sarvotham, Shriram; Hendricks, Brent; Baraniuk, Richard G. (20000901)In this paper we develop a novel modelbased technique, the Delphi algorithm, for inferring the instantaneous volume of competing crosstraffic across an endtoend path. By using only endtoend measurements, Delphi avoids ... 
Multifractal Formalism for Infinite Multinomial Measures
Riedi, Rudolf H.; Mandelbrot, Benoit (19950120)There are strong reasons to believe that the multifractal spectrum of DLA shows anomalies which have been termed left sided. In order to show that this is compatible with strictly multiplicative structures Mandelbrot et ... 
Multifractal products of stochastic processes: construction and some basic properties
Mannersalo , Petteri; Riedi, Rudolf H.; Norros , Ilkka (20020115)In various fields, such as teletraffic and economics, measured times series have been reported to adhere to multifractal scaling. Classical cascading measures possess multifractal scaling, but their increments form a ... 
Multifractal Properties of TCP Traffic: a Numerical Study
Riedi, Rudolf H.; Vehel, Jacques (19971020)We analyze two traces of TCPtraffic recorded at the gateway of a LAN correÂ sponding to two hours at Berkeley and to eight hours at CNET labs respectively. We are mainly interested in a multifractal approach, which we ... 
Multifractal Signal Models with Application to Network Traffic
Crouse, Matthew; Riedi, Rudolf H.; Ribeiro, Vinay Joseph; Baraniuk, Richard G. (19980801)In this paper, we develop a new multiscale modeling framework for characterizing positivevalued data with longrangedependent correlations (1/f noise). Using the Haar wavelet transform and a special multiplicative structure ... 
A Multifractal Wavelet Model for Positive Processes
Crouse, Matthew; Riedi, Rudolf H.; Ribeiro, Vinay Joseph; Baraniuk, Richard G. (19981001)In this paper, we develop a new multiscale modeling framework for characterizing positivevalued data with longrangedependent correlations (1/f noise). Using the Haar wavelet transform and a special multiplicative structure ... 
A Multifractal Wavelet Model with Application to Network Traffic
Riedi, Rudolf H.; Crouse, Matthew; Ribeiro, Vinay Joseph; Baraniuk, Richard G. (19990401)In this paper, we develop a new multiscale modeling framework for characterizing positivevalued data with longrangedependent correlations (1/f noise). Using the Haar wavelet transform and a special multiplicative structure ... 
Multifractals and Wavelets: A potential tool in Geophysics
Riedi, Rudolf H. (19980101)The study of fractal quantities and structures exhibiting highly erratic features on all scales has proved to be of outstanding significance in various disciplines. While scaling phenomena are pervasive in natural and ... 
Multiplicative Multiscale Image Decompositions: Analysis and Modeling
Romberg, Justin; Riedi, Rudolf H.; Choi, Hyeokho; Baraniuk, Richard G. (20000701)Multiscale processing, in particular using the wavelet transform, has emerged as an incredibly effective paradigm for signal processing and analysis. In this paper, we discuss a close relative of the Haar wavelet transform, ... 
Multiscale ConnectionLevel Analysis of Network Traffic
Sarvotham, Shriram; Riedi, Rudolf H.; Baraniuk, Richard G. (20021101)Network traffic exhibits drastically different statistics, ranging from nearly Gaussian marginals and long range dependence at very large time scales to highly nonGaussian marginals and multifractal scaling on small scales. ... 
Multiscale Image Segmentation Using Joint Texture and Shape Analysis
Neelamani, Ramesh; Romberg, Justin; Riedi, Rudolf H.; Choi, Hyeokho; Baraniuk, Richard G. (20000701)We develop a general framework to simultaneously exploit texture and shape characterization in multiscale image segmentation. By posing multiscale segmentation as a model selection problem, we invoke the powerful framework ... 
Multiscale Nature of Network Traffic
Abry, Patrice; Baraniuk, Richard G.; Flandrin, Patrick; Riedi, Rudolf H.; Veitch, Darryl (20020501)The complexity and richness of telecommunications traffic is such that one may despair to find any regularity or explanatory principles. Nonetheless, the discovery of scaling behavior in teletraffic has provided hope that ... 
Multiscale Queuing Analysis
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20061001)This paper introduces a new multiscale framework for estimating the tail probability of a queue fed by an arbitrary traffic process. Using traffic statistics at a small number of time scales, our analysis extends the ... 
Multiscale Queuing Analysis
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20040901)We develop a new approach to queuing analysis for an infinitelength queue with constant service rate fed by an arbitrary traffic process. Our approach is particularly relevant to queues fed with longrangedependent (LRD) ... 
Multiscale Queuing Analysis of LongRangeDependent Network Traffic
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Crouse, Matthew; Baraniuk, Richard G. (20010220)This paper develops a novel approach to queuing analysis tailormade for multiscale longrangedependent (LRD) traffic models. We review two such traffic models, the waveletdomain independent Gaussian model (WIG) and the ... 
Multiscale Queuing Analysis of LongRangeDependent Network Traffic
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Crouse, Matthew; Baraniuk, Richard G. (20000301)Many studies have indicated the importance of capturing scaling properties when modeling traffic loads; however, the influence of longrange dependence (LRD) and marginal statistics still remains on unsure footing. In this ... 
Network and User Driven AlphaBeta Onâ Off Source Model for Network Traffic
Sarvotham, Shriram; Riedi, Rudolf H.; Baraniuk, Richard G. (20050601)We shed light on the effect of network resources and user behavior on network traffic through a physically motivated model. The classical onâ off model successfully captures the longrange, secondorder correlations of ... 
Network Traffic Modeling using a Multifractal Wavelet Model
Riedi, Rudolf H.; Crouse, Matthew; Ribeiro, Vinay Joseph; Baraniuk, Richard G. (19990201)In this paper, we describe a new multiscale model for characterizing positivevalued and longrange dependent data. The model uses the Haar wavelet transform and puts a constraint on the wavelet coefficients to guarantee ... 
Network Traffic Modeling using a Multifractal Wavelet Model
Riedi, Rudolf H.; Ribeiro, Vinay Joseph; Crouse, Matthew; Baraniuk, Richard G. (20000701)In this paper, we develop a simple and powerful multiscale model for syntheizing nonFaussian, longrange dependent (LRD) network traffic. Although wavelets effectively decorrelate LRD data, waveletbased models have generally ... 
Numerical Estimates of Generalized Dimensions D_q for Negative q
Riedi, Rudolf H. (19960101)Usual fixedsize boxcounting algorithms are inefficient for computing generalized fractal dimensions D(<i>q</i>) in the range of <i>q</i><0. In this Letter we describe a new numerical algorithm specifically devised to ... 
Optimal Sampling Strategies for Multiscale Models with Application to Network Traffic Estimation
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20031001)This paper considers the problem of determining which set of 2<sup><i>p</i></sup> leaf nodes on a binary multiscale tree model of depth N (<i>N</i>><i>p</i>) gives the best linear minimum meansquared estimator of the ... 
Optimal Sampling Strategies for Multiscale Stochastic Processes
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20041201)This paper studies multiscale stochastic processes which are random processes organized on the nodes of a tree. The random variables at different levels on the tree represent time series of samples of a stochastic process ... 
Optimal Sampling Strategies for Multiscale Stochastic Processes
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20060115)In this paper, we determine which nonrandom sampling of fixed size gives the best linear predictor of the sum of a finite spatial population. We employ different multiscale superpopulation models and use the minimum ... 
PathChirp: Efficient Available Bandwidth Estimation for Network Paths
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G.; Navratil, Jiri; Cottrell, Les (20030401)This paper presents <i>PathChirp</i>, a new active probing tool for estimating the available bandwidth on a communication network path. Based on the concept of "selfinduced congestion," PathChirp features an exponential ... 
A Simple Statistical Analysis of Waveletbased Multifractal Spectrum Estimation
Goncalves, Paulo; Riedi, Rudolf H.; Baraniuk, Richard G. (19981101)The multifractal spectrum characterizes the scaling and singularity structures of signals and proves useful in numerous applications, from network traffic analysis to turbulence. Of great concern is the estimation of the ... 
Simulation of NonGaussian LongRangeDependent Traffic using Wavelets
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Crouse, Matthew; Baraniuk, Richard G. (19990501)In this paper, we develop a simple and powerful multiscale model for the synthesis of nonGaussian, longrange dependent (LRD) network traffic. Although wavelets effectively decorrelate LRD data, waveletbased models have ... 
SpatioTemporal Available Bandwidth Estimation with STAB
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20040601)We study the problem of locating in space and over time a network pathâ s tight link, that is the link with the least available bandwidth on the path. Tight link localization benefits networkaware applications, provides ... 
TCPAfrica: An Adaptive and Fair Rapid Increase Rule for Scalable TCP
King, Ryan; Baraniuk, Richard G.; Riedi, Rudolf H. (20050301)High capacity data transfers over the Internet routinely fail to meet endtoend performance expectations. The default transport control protocol for best effort data traffic is currently TCP, which does not scale well to ... 
Toward an Improved Understanding of Network Traffic Dynamics
Riedi, Rudolf H.; Willinger, Walter (Wiley, 20000115)Since the discovery of long range dependence in Ethernet LAN traces there has been significant progress in developing appropriate mathematical and statistical techniques that provide a physicalbased, networkingrelated ... 
Toward an Improved Understanding of Network Traffic Dynamics
Riedi, Rudolf H.; Willinger, Walter (19990620)Since the discovery of long range dependence in Ethernet LAN traces there has been significant progress in developing appropriate mathematical and statistical techniques that provide a physicalbased, networkingrelated ... 
Wavelet Analysis of Fractional Brownian Motion in Multifractal Time
Goncalves, Paulo; Riedi, Rudolf H. (19990920)We study <i>fractional Brownian motions in multifractal time</i>, a model for multifractal processes proposed recently in the context of economics. Our interest focuses on the statistical properties of the wavelet decomposition ... 
Wavelets and Multifractals for Network Traffic Modeling and Inference
Ribeiro, Vinay Joseph; Riedi, Rudolf H.; Baraniuk, Richard G. (20010501)This paper reviews the multifractal wavelet model (MWM) and its applications to network traffic modeling and inference. The discovery of the fractal nature of traffic has made new models and analysis tools for traffic ...