Mandelbrot, B., Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Internat. Econom. Rev., 10, (1969), 82-113.  Home/Search   Document Not in Database   Summary   Related Articles   Check

....of network traffic due to WWW transfers, recorded using NCSA Mosaic in early 1995, also demonstrated characteristics of self similarity. Based on a mechanism of constructing self similar traffic using a large number of ON OFF sources that have period lengths drawn from heavytailed distributions [32, 48, 44], the authors in [12] traced the statistical properties of WWW traffic back to the distribution of Web transmission times, which in turn, is closely related to the distribution of the sizes of files transferred. Both distributions from measurement data exhibit heavy tails which decline like power ....

....of literature on networks and computer systems. In the search for possible physical causes of self similar Internet traffic, an interesting connection between the above two phenomena was established by Willinger and Taqqu et al. in [48] Based on a model originally introduced by Mandelbrot in [32], this paper claimed that the superposition of a large number of ON OFF sources (also known as packet trains [25] whose ON periods ( train lengths ) and OFF periods ( intertrain distances ) exhibit heavy tails produces aggregate network traffic that exhibits self similarity. In fact, as both ....

B.B. Mandelbrot. Long-run linearity, locally gaussian processed, h-spectra and infinite variances. In International Economic Review, volume 10, pages 82--113, 1969.

....of network traffic due to WWW transfers, recorded using NCSA Mosaic in early 1995, also demonstrated characteristics of self similarity. Based on a mechanism of constructing self similar traffic using a large number of ON OFF sources that have period lengths drawn from heavy tailed distributions [32, 48, 44], the authors in [12] traced the statistical properties of WWW traffic back to the distribution of Web transmission times, which in turn, is closely related to the distribution of the sizes of files transferred. Both distributions from measurement data exhibit heavy tails which decline like power ....

....of literature on networks and computer systems. In the search for possible physical causes of self similar Internet traffic, an interesting connection between the above two phenomena was established by Willinger and Taqqu et al. in [48] Based on a model originally introduced by Mandelbrot in [32], this paper claimed that the superposition of a large number of ON OFF sources (also known as packet trains [25] whose ON periods ( train lengths ) and OFF periods ( intertrain distances ) exhibit heavy tails produces aggregate network traffic that exhibits self similarity. In fact, as both ....

B.B. Mandelbrot. Long-run linearity, locally gaussian processed, h-spectra and infinite variances. In International Economic Review, volume 10, pages 82--113, 1969.

....interarrivals. To bridge the gap between studying network traffic on one hand and high level system characteristics on the other, we make use of two essential tools. First, to explain self similar network traffic in terms of individual transmission lengths, we employ the mechanism introduced in [16] and described in [15] That paper points out that self similar traffic can be constructed by multiplexing a large number of ON OFF sources that have ON and OFF period lengths that are heavy tailed, as defined in Section 2.3. Such a mechanism could correspond to a network of workstations, each of ....

....can be self similar, it provides no explanation for this result. This section provides an explanation, based on measured characteristics of the Web. 5. 1 Superimposing Heavy Tailed Renewal Processes Our starting point is the method of constructing self similar processes described by Mandelbrot [16] and Taqqu and Levy [26] and summarized in [15] A self similar process may be constructed by superimposing many simple renewal reward processes, in which the rewards are restricted to the values 0 and 1, and in which the inter renewal times are heavy tailed. As described in Section 2, ....

Benoit B. Mandelbrot. Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Intern. Econom. Rev., 10:82--113, 1969.

....gap between studying network traffic on one hand and high level system characteristics on the other, we make use of two essential tools. First, to explain self similar network traffic in terms of individual transmission lengths, we employ the mechanism described in [30] based on earlier work in [15] and [14] Those papers point out that self similar traffic can be constructed by multiplexing a large number of ON OFF sources that have ON and OFF period lengths that are heavy tailed, as defined in Section 2.3. Such a mechanism could correspond to a network of workstations, each of which is ....

....for this result. This section provides a possible explanation, based on measured characteristics of the Web. 5. 1 Superimposing Heavy Tailed Renewal Processes Our starting point is the method of constructing self similar processes described in [30] which is a refinement of work done by Mandelbrot [15] and Taqqu and Levy [28] A self similar process may be constructed by superimposing many simple renewal reward processes, in which the rewards are restricted to the values 0 and 1, and in which the inter renewal times are heavy tailed. As described in Section 2, a heavy tailed distribution has ....

Benoit B. Mandelbrot. Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Intern. Econom. Rev., 10:82--113, 1969.

....that the superposition of a large number of independent 0 1 renewal reward processes with heavy tailed ON OFF durations results in fractional Gaussian noise when suitably normalized. The main drawback of this simple, elegant characterization which has its roots in some early work of Mandelbrot [23] is the independence assumption of the traffic streams which ignores interactions and dependencies arising in real networks. The latter leads to coupling of traffic sources stemming from the sharing of bounded network resources by multiple traffic streams which can introduce nonlinearities ....

B. B. Mandelbrot. Long-run linearity, locally gaussian processes, h-spectra and infinite variances. Intern. Econom. Rev., 10:82--113, 1969.

....interarrivals. To bridge the gap between studying network traffic on one hand and high level system characteristics on the other, we make use of two essential tools. First, to explain self similar network traffic in terms of individualtransmission lengths, we employ the mechanism introduced in [16] and described in [15] That paper points out that self similar traffic can be constructed by multiplexing a large number of ON OFF sources that have ON and OFF period lengths that are heavy tailed, as defined in Section 2.3. Such a mechanism could correspond to a network of workstations, each of ....

....can be self similar, it provides no explanation for this result. This section provides an explanation, based on measured characteristics of the Web. 5. 1 Superimposing Heavy Tailed Renewal Processes Our starting point is the method of constructing self similar processes described by Mandelbrot [16] and Taqqu and Levy [26] and summarized in [15] A self similar process may be constructed by superimposing many simple renewal reward processes, in which the rewards are restricted to the values 0 and 1, and in which the inter renewal times are heavy tailed. As described in Section 2, ....

Benoit B. Mandelbrot. Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Intern. Econom. Rev., 10:82--113, 1969.

....interarrivals. To bridge the gap between studying network traffic on one hand and high level system characteristics on the other, we make use of two essential tools. First, to explain self similar network traffic in terms of individual transmission lengths, we employ the mechanism introduced in [17] and described in [16] Those papers point out that self similar traffic can be constructed by multiplexing a large number of ON OFF sources that have ON and OFF period lengths that are heavy tailed, as defined in Section 2.2. Such a mechanism could correspond to a network of workstations, each of ....

....it provides no explanation for this result. This section provides a possible explanation, based on measured characteristics of the Web. 5. 1 Superimposing Heavy Tailed Renewal Processes Our starting point is the method of constructing self similar processes described by Mandelbrot [17] and Taqqu and Levy [26] and summarized in [16] A self similar process may be constructed by superimposing many simple renewal reward processes, in which the rewards are restricted to the values 0 and 1, and in which the inter renewal times are heavy tailed. As described in Section 2, ....

Benoit B. Mandelbrot. Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Intern. Econom. Rev., 10:82--113, 1969.

No context found.

Mandelbrot, B., Long-run linearity, locally Gaussian processes, H-spectra and infinite variances. Internat. Econom. Rev., 10, (1969), 82-113.

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC