Now showing items 1-5 of 5
Diverging moments and parameter estimation
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 ...
Compound Poisson Cascades
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 ...
Multifractal products of stochastic processes: construction and some basic properties
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 ...
Multiscale Nature of Network Traffic
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 tele-traffic has provided hope that ...
Toward an Improved Understanding of Network Traffic Dynamics
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 physical-based, networking-related ...