Self-similar communication models and very heavy tails

Citation
Resnick, Sidney et Rootzén, Holger, Self-similar communication models and very heavy tails, Annals of applied probability , 10(3), 2000, pp. 753-778
ISSN journal
10505164
Volume
10
Issue
3
Year of publication
2000
Pages
753 - 778
Database
ACNP
SICI code
Abstract
Several studies of file sizes either being downloaded or stored in the World Wide Web have commented that tails can be so heavy that not only are variances infinite, but so are means. Motivated by this fact, we study the infinite node Poisson model under the assumption that transmission times are heavy tailed with infinite mean. The model is unstable but we are able to provide growth rates. Self-similar but nonstationary Gaussian process approximations are provided for the number of active sources, cumulative input, buffer content and time to buffer overflow.