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Zbl 1083.60521
Resnick, Sidney; Rootzén, Holger
Self-similar communication models and very heavy tails.
(English)
[J] Ann. Appl. Probab. 10, No. 3, 753-778 (2000). ISSN 1050-5164

Summary: Several studies of file sizes either being downloaded or stored in the World Wide Web have commented that tails can be so heavy that not only variances are infinite, but so are means. Motivated by this fact, we study the infinite node Poisson model under the assumption that transmission times are heavy tailed with infinite mean. The model is unstable but we are able to provide growth rates. Self-similar but nonstationary Gaussian process approximations are provided for the number of active sources, cumulative input, buffer content and time to buffer overflow.
MSC 2000:
*60K25 Queueing theory
60F05 Weak limit theorems
60F10 Large deviations
60F17 Functional limit theorems
60G18 Self-similar processes
68U35 Information systems
94C99 Circuits, networks

Keywords: regular variation; Pareto tails; self-similarity; scaling; data communication; traffic modeling; infinite source; Poisson connections

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