A Discrete-Time Approach for Heavy-Tailed Modeling

REFERENCES

• Abramowitz , M. ; Stegun , I. Handbook of Mathematical Functions; , 8th Ed. ; Dover Publications : New York , 1972 .
   Google Scholar
• Beirlant , J. ; Teugels , J.L. ; Vynckier , P. Practical Analysis of Extreme Values ; Leuven University Press : Leuven, Belgium , 1996 .
   Google Scholar
• Feller , W. An Introduction to Probability Theory and Its Applications; , 3rd Ed. ; John Wiley & Sons : New York , NY , 1968 ; Vol. 1 .
   Google Scholar
• Feller , W. An Introduction to Probability Theory and Its Applicationsl; , 2nd Ed. ; John Wiley & Sons : New York , NY , 1971 ; Vol. 2 .
   Google Scholar
• Gradshteyn , I.S. ; Ryzhic , I.M. Table of Integrals, Series and Products; , 5th Ed. ; CD-ROM version 1.0 , Academic Press : London , UK , 1996 .
   Google Scholar
• Johnson , N.L. ; Kots , S. ; Balakrishnan , N. Continuous Univariate Distributions ; John Wiley & Sons : New York , NY , 1994 .
   Google Scholar
• Karlin , S. ; Taylor , H.M. A First Course in Stochastic Processes ; Academic Press : New York , 1975 .
   Google Scholar
• Leland , W.E. ; Taqqu , M.S. ; Willinger , W. ; Wilson , D.V. On the self-similar nature of ethernet traffic (extended version) . IEEE/ACM Transactions on Networking 1994 , 2 , 1 – 15 .
   Web of Science ®Google Scholar
• Mandelbrot , B. The Fractal Geometry of Nature ; W.H. Freeman Company : New York , 1999 .
   Google Scholar
• Paxson , V. ; Floyd , S. Wide area traffic: The failure of Poisson modeling . IEEE/ACM Transactions on Networking 1995 , 3 , 226 – 244 .
   Web of Science ®Google Scholar
• Willinger , W. ; Taqqu , M.S. ; Sherman , R. ; Wilson , D.V. Self-similarity through high-variability: Statistical analysis of ethernet LAN traffic at the source level . IEEE/ACM Transactions on Networking 1997 , 5 , 71 – 86 .
   Web of Science ®Google Scholar
• Willinger , W. ; Paxson , V. ; Taqqu , M.S. Self-similarity and heavy tails: Structural modeling of network traffic . In A Practical Guide to Heavy Tails: Statistical Techniques and Applications ; Adler , R.J. , Feldman , R.E. , Taqqu , M.S. , Eds.; Birkhauser : Boston , 1998 ; 27 – 54 .
   Google Scholar