2002 · 44 citations · 19 references
Traffic TheoryEngineeringNetwork AnalysisQueueing TheoryLoss ProbabilitiesData ScienceTraffic PredictionStochastic NetworkNetwork Traffic MeasurementFractional StochasticsTransportation EngineeringStatisticsPredictive AnalyticsComputer ScienceProbability TheoryForecastingSelf Similar ModelsFractional Brownian MotionTraffic ModelFluid QueueLong-range Fluctuations
We discuss the implications of self similar models for the problem of estimating loss probabilities in networks, and their validity. We present the tail asymptotics in a queue serviced at constant rate and whose input process has long-range dependence, for example, fractional Brownian motion (FBM) with Hurst parameter H>1/2. Some heterogeneous superpositions of such sources are also treated. We examine the experimental basis for self-similar modelling. If fluctuations in traffic levels can be accounted for by variations in time-dependent external parameters, rather than statistically through parsimonious modelling by FBM, then quality of service predictions may be achieved by applications of techniques familiar for short-range dependent traffic.
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