| Stegeman, A. Extremal behavior of heavy-tailed transmission durations in network trac. Technical Report. Avalaible under http://www.math.rug.nl/stegeman. |
....intensity ( grows too fast there is no space between and ( and therefore the left hand side of (3.20) converges to zero. The limiting Gaussian process then exhibits an extremely strong kind of dependence. From an extreme value theory point of view, this behavior is described in Stegeman [35]. 3.7. Regular variation and convergence of point processes. It is well known from classical extreme value theory that regular variation with index 0 of the right tail of the distribution of the iid random variables X i is equivalent to the weak convergence of the point processes n X i=1 ....
Stegeman, A. Extremal behavior of heavy-tailed transmission durations in network trac. Technical Report. Avalaible under http://www.math.rug.nl/stegeman.
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