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Performance Evaluation
Volume 61, Issues 2-3, July 2005, Pages 257-279
Long Range Dependence and Heavy tail Distributions
 
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doi:10.1016/j.peva.2004.11.011    
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Copyright © 2004 Elsevier B.V. All rights reserved.

Probabilistic envelope processes for α-stable self-similar traffic models and their application to resource provisioning

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Miguel Lopez-GuerreroCorresponding Author Contact Information, E-mail The Corresponding Author, Luis Orozco-Barbosa1, E-mail The Corresponding Author and Dimitrios MakrakisE-mail The Corresponding Author

University of Ottawa, 161 Louis Pasteur, P.O. Box 450, Stn A. Ottawa, ON, Canada KIN 6N5


Available online 8 January 2005.

Abstract

Recent experimental studies have shown that α-stable self-similar stochastic processes can accurately characterize various types of aggregate network traffic. Using this traffic modeling approach, we propose some probabilistic envelope processes that can be used to represent the resource demand of a traffic stream in performance evaluation studies. We illustrate the use of the proposed envelopes in resource allocation for data and video traffic and in the design of an admission control mechanism. From our analysis we conclude that the presence of heavy tails in the distribution of a traffic process has a severe impact on the dimensioning of network elements.

Keywords: Fractional stable process; Traffic modeling; Connection admission control; Quality of service

Article Outline

1. Introduction
2. Background concepts
2.1. Heavy tails and α-stable random variables
2.2. Long-range dependence for infinite variance processes
2.3. Fractional stable motions and fractional stable noises
3. Probabilistic envelope process for traffic models based on α-stable self-similar stochastic processes
4. Resource allocation using probabilistic envelope processes
4.1. Bandwidth allocation with a loss constraint
4.2. Resource allocation with loss and delay constraints
4.3. Probabilistic envelope processes for aggregate connections
5. Conclusions
Acknowledgements
Appendix A. The marginal distributions of log-FSM
Appendix B. Fraction of data loss produced by constant envelope-based bandwidth allocation
References











Corresponding Author Contact InformationCorresponding author. Present address: Universidad Autonoma Metropolitana campus Iztapalapa, Departamento de Ingenieria Electrica, Av. San Rafael Atlixco 186, Col. Vicentina, CP 09340, Mexico, D.F.
1 Present address: Universidad de Castilla La Mancha, Escuela Politecnica Superior de Albacete, Campus Universitario, 02071 Albacete, Spain.

Performance Evaluation
Volume 61, Issues 2-3, July 2005, Pages 257-279
Long Range Dependence and Heavy tail Distributions
 
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