English

Aggregation of network traffic and anisotropic scaling of random fields

Probability 2022-07-25 v2

Abstract

We discuss joint spatial-temporal scaling limits of sums Aλ,γA_{\lambda,\gamma} (indexed by (x,y)R+2(x,y) \in \mathbb{R}^2_+) of large number O(λγ)O(\lambda^{\gamma}) of independent copies of integrated input process X={X(t),tR}X = \{X(t), t \in \mathbb{R}\} at time scale λ\lambda, for any given γ>0\gamma>0. We consider two classes of inputs XX: (I) Poisson shot-noise with (random) pulse process, and (II) regenerative process with random pulse process and regeneration times following a heavy-tailed stationary renewal process. The above classes include several queueing and network traffic models for which joint spatial-temporal limits were previously discussed in the literature. In both cases (I) and (II) we find simple conditions on the input process in order that normalized random fields Aλ,γA_{\lambda,\gamma} tend to an α\alpha-stable L\'evy sheet (1<α<2)(1< \alpha <2) if γ<γ0 \gamma < \gamma_0, and to a fractional Brownian sheet if γ>γ0\gamma > \gamma_0, for some γ0>0\gamma_0>0. We also prove an `intermediate' limit for γ=γ0\gamma = \gamma_0. Our results extend previous works Mikosch et al. (2002), Gaigalas, Kaj (2003) and other papers to more general and new input processes.

Keywords

Cite

@article{arxiv.2112.01893,
  title  = {Aggregation of network traffic and anisotropic scaling of random fields},
  author = {Remigijus Leipus and Vytautė Pilipauskaitė and Donatas Surgailis},
  journal= {arXiv preprint arXiv:2112.01893},
  year   = {2022}
}

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46 pages