Now showing items 1-20 of 48

    • Additive and Multiplicative Mixture Trees for Network Traffic Modeling 

      Sarvotham, Shriram; Wang, Xuguang; Riedi, Rudolf H.; Baraniuk, Richard G. (2002-05-01)
      Network traffic exhibits drastically different statistics, ranging from nearly Gaussian marginals and long range dependence at very large time scales to highly non-Gaussian marginals and multifractal scaling on small scales. ...
    • Compound Poisson Cascades 

      Chainais , Pierre; Riedi, Rudolf H.; Abry, Patrice (2002-05-01)
      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 (1997-03-01)
      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 ...
    • Connection-level Analysis and Modeling of Network Traffic 

      Sarvotham, Shriram; Riedi, Rudolf H.; Baraniuk, Richard G. (2001-11-01)
      Most network traffic analysis and modeling studies lump all connections together into a single flow. Such aggregate traffic typically exhibits long-range-dependent (LRD) correlations and non-Gaussian marginal distributions. ...
    • Diverging moments and parameter estimation 

      Goncalves, Paulo; Riedi, Rudolf H. (2004-01-15)
      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 (1998-01-15)
      In an earlier paper the authors introduced the <i>inverse measure</i> <i>µ</i><sup>â  </sup>(<i>dt</i>) of a given measure <i>µ</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. (1995-01-20)
      A lower bound of the Hausdorff dimension of certain self-affine 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. (1997-01-20)
      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 E-Business Workloads 

      Menascé, Daniel; Almeida, Virgilio; Riedi, Rudolf H. (2002-01-15)
      Understanding the nature and characteristics of E-business workloads is a crucial step to improve the quality of service offered to customers in electronic business environments. Using a multi-layer hierarchical model, ...
    • An Improved Multifractal Formalism and Self Affine Measures 

      Riedi, Rudolf H. (1993-01-20)
      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 self-affine ...
    • An Improved Multifractal Formalism and Self Similar Measures 

      Riedi, Rudolf H. (1995-01-01)
      To characterize the geometry of a measure, its so-called 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. (1997-01-15)
      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. (1997-01-20)
      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 (1997-01-20)
      In a previous paper the authors introduced the inverse measure <i>µ</i><sup>â  </sup> of a probability measure <i>µ</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. (2004-09-01)
      The Spatio-temporal Available Bandwidth estimator (STAB), a new edge-based probing tool, locates thin links --- those links with less available bandwidth than all links preceeding them --- on end-to-end network paths. By ...
    • Long-Range Dependence: Now you see it now you don't! 

      Karagiannis , Thomas; Faloutsos , Michalis; Riedi, Rudolf H. (2002-11-20)
      Over the last few years, the network community has started to rely heavily on the use of novel concepts such as self-similarity and Long-Range Dependence (LRD). Despite their wide use, there is still much confusion regarding ...
    • Multifractal Cross-Traffic Estimation 

      Ribeiro, Vinay Joseph; Coates, Mark J.; Riedi, Rudolf H.; Sarvotham, Shriram; Hendricks, Brent; Baraniuk, Richard G. (2000-09-01)
      In this paper we develop a novel model-based technique, the Delphi algorithm, for inferring the instantaneous volume of competing cross-traffic across an end-to-end path. By using only end-to-end measurements, Delphi avoids ...
    • Multifractal Formalism for Infinite Multinomial Measures 

      Riedi, Rudolf H.; Mandelbrot, Benoit (1995-01-20)
      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 (2002-01-15)
      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 (1997-10-20)
      We analyze two traces of TCP--traffic recorded at the gateway of a LAN corre­ sponding to two hours at Berkeley and to eight hours at CNET labs respectively. We are mainly interested in a multifractal approach, which we ...