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Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed
4 references·1 citing·21 second hop
Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed (2004)Slow, fast and arbitrary growth condition…Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion? (2002)Is Network Traffic Appriximat…Weak convergence of high-speed network traffic models (2000)Weak convergence of high-spee…G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance (1996)G.Samorodnitsky,M.S.Taqqu:Sta…Convolution tails, product tails and domains of attraction (1986)Convolution tails, product ta…The on–off network traffic model under intermediate scaling (2011)The on–off network traffic mo…Extreme Values, Regular Variation and Point Processes (1987)Stopped Random Walks (1988)Heavy Tails and Long Range Dependence in On/Off Processes and Associated Fluid Models (1998)SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM (2004)Modeling teletraffic arrivals by a Poisson cluster process (2006)Activity signature functions for high-frequency data analysis (2009)The Class of Subexponential Distributions (1975)On closure and factorization properties of subexponential and related distributions (1980)Convolutions of Distributions With Exponential and Subexponential Tails (1987)Subexponential distributions and characterizations of related classes (1989)Convolution equivalence and infinite divisibility (2004)Ruin Probabilities (2000)Heavy-Tail Phenomena: Probabilistic and Statistical Modeling (2006)Heavy tail modeling and teletraffic data: special invited paper (1997)The sample autocorrelations of heavy-tailed processes with applications to ARCH (1998)An overview of Brownian and non-Brownian FCLTs for the single-server queue (2000)LIMITS FOR CUMULATIVE INPUT PROCESSES TO QUEUES (2000)On a Class of Lévy Stochastic Networks (2004)A critical look at Lo's modified R/S statistic (1999)Regular variation of GARCH processes (2002)Arbitrage in fractional Brownian motion models (2003)
this work references cited by second hop

References

  • 1996G.Samorodnitsky,M.S.Taqqu:Stable non-Gaussian Random Processes--Stochastic Models with Infinite Variance559 cited
  • 2002Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?270 cited
  • 1986Convolution tails, product tails and domains of attraction195 cited
  • 2000Weak convergence of high-speed network traffic models28 cited

Cited by

  • 2011The on–off network traffic model under intermediate scaling17 cited

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