Activity rates with very heavy tails
详细信息 查看全文
- 作者：Thomas Mikosch and Sidney Resnick
- 关键词：Regular variation ; Infinite first moment ; Stable Lé ; vy motion
- 刊名：Stochastic Processes and their Applications
- 出版年：2006
- 出版时间：February 2006
- 年：2006
- 卷：116
- 期：2
- 页码：131-155
- 全文大小：344 K
文摘
Consider a data network model in which sources begin to transmit at renewal time points {Sn}. Transmissions proceed for random durations of time {Tn} and transmissions are assumed to proceed at fixed rate unity. We study M(t), the number of active sources at time t, a process we term the activity rate process, since M(t) gives the overall input rate into the network at time t. Under a variety of heavy-tailed assumptions on the inter-renewal times and the duration times, we can give results on asymptotic behavior of M(t) and the cumulative input process .