Extreme Values in ON/OFF Models of Teletraffic under Permanent and Periodic Measurements
| Autor: | Alexey Viktorovich Lebedev |
|---|---|
| Rok vydání: | 2018 |
| Předmět: |
Normalization (statistics)
Sequence General Mathematics Mathematical analysis Asymptotic distribution 020206 networking & telecommunications 02 engineering and technology 01 natural sciences 010104 statistics & probability Distribution (mathematics) 0202 electrical engineering electronic engineering information engineering 0101 mathematics Marginal distribution Maxima Extreme value theory Intensity (heat transfer) Mathematics |
| Zdroj: | Moscow University Mathematics Bulletin. 73:137-142 |
| ISSN: | 1934-8444 0027-1322 |
| DOI: | 10.3103/s0027132218040022 |
| Popis: | The asymptotic behavior of stream intensity extreme values in ON/OFF models of teletraffic under permanent and periodic measurements is studied. It is assumed that the intensity of each source has a distribution with a heavy (regularly varying) tail. A joint limiting distribution for maxima with a common linear normalization, marginal distributions, and the distribution of the maxima ratio are obtained. The extremal index for a sequence of periodic measurements is calculated. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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