Heavy Tail Modeling In Time Series And Telecommunications
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A Practical Guide to Heavy Tails
Author | : Robert Adler,Raya Feldman,Murad Taqqu |
Publsiher | : Springer Science & Business Media |
Total Pages | : 560 |
Release | : 1998-10-26 |
Genre | : Mathematics |
ISBN | : 0817639519 |
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Twenty-four contributions, intended for a wide audience from various disciplines, cover a variety of applications of heavy-tailed modeling involving telecommunications, the Web, insurance, and finance. Along with discussion of specific applications are several papers devoted to time series analysis, regression, classical signal/noise detection problems, and the general structure of stable processes, viewed from a modeling standpoint. Emphasis is placed on developments in handling the numerical problems associated with stable distribution (a main technical difficulty until recently). No index. Annotation copyrighted by Book News, Inc., Portland, OR
Heavy Tail Modeling in Time Series and Telecommunications
Author | : Eric Hendrik Van den Berg |
Publsiher | : Unknown |
Total Pages | : 274 |
Release | : 1999 |
Genre | : Electronic Book |
ISBN | : CORNELL:31924086216052 |
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Fractal Teletraffic Modeling and Delay Bounds in Computer Communications
Author | : Ming Li |
Publsiher | : CRC Press |
Total Pages | : 239 |
Release | : 2022-05-02 |
Genre | : Computers |
ISBN | : 9781000547962 |
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• Network traffic is a type of fractal time series, attracting the interests of not only computer scientists but the scientists from various fields, ranging from statistics to engineering • Innovatively presents a traffic bound named by the author • Further proves the existing identity in min-plus convolution system and the computation formula of the identity
Self Similar Processes in Telecommunications
Author | : Oleg Sheluhin,Sergey Smolskiy,Andrew Osin |
Publsiher | : John Wiley & Sons |
Total Pages | : 334 |
Release | : 2007-03-13 |
Genre | : Technology & Engineering |
ISBN | : 047006210X |
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For the first time the problems of voice services self-similarity are discussed systematically and in detail with specific examples and illustrations. Self-Similar Processes in Telecommunications considers the self-similar (fractal and multifractal) models of telecommunication traffic and efficiency based on the assumption that its traffic has fractal or multifractal properties (is self-similar). The theoretical aspects of the most well-known traffic models demonstrating self-similar properties are discussed in detail and the comparative analysis of the different models’ efficiency for self-similar traffic is presented. This book demonstrates how to use self-similar processes for designing new telecommunications systems and optimizing existing networks so as to achieve maximum efficiency and serviceability. The approach is rooted in theory, describing the algorithms (the logical arithmetical or computational procedures that define how a task is performed) for modeling these self-similar processes. However, the language and ideas are essentially accessible for those who have a general knowledge of the subject area and the advice is highly practical: all models, problems and solutions are illustrated throughout using numerous real-world examples. Adopts a detailed, theoretical, yet broad-based and practical mathematical approach for designing and operating numerous types of telecommunications systems and networks so as to achieve maximum efficiency Places the subject in context, describing the current algorithms that make up the fractal or self-similar processes while pointing to the future development of the technology Offers a comparative analysis of the different types of self-similar process usage within the context of local area networks, wide area networks and in the modeling of video traffic and mobile communications networks Describes how mathematical models are used as a basis for building numerous types of network, including voice, audio, data, video, multimedia services and IP (Internet Protocol) telephony The book will appeal to the wide range of specialists dealing with the design and exploitation of telecommunication systems. It will be useful for the post-graduate students, lecturers and researchers connected with communication networks disciplines.
Heavy Tailed Time Series
Author | : Rafal Kulik,Philippe Soulier |
Publsiher | : Springer Nature |
Total Pages | : 677 |
Release | : 2020-07-01 |
Genre | : Mathematics |
ISBN | : 9781071607374 |
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This book aims to present a comprehensive, self-contained, and concise overview of extreme value theory for time series, incorporating the latest research trends alongside classical methodology. Appropriate for graduate coursework or professional reference, the book requires a background in extreme value theory for i.i.d. data and basics of time series. Following a brief review of foundational concepts, it progresses linearly through topics in limit theorems and time series models while including historical insights at each chapter’s conclusion. Additionally, the book incorporates complete proofs and exercises with solutions as well as substantive reference lists and appendices, featuring a novel commentary on the theory of vague convergence.
Extreme Values in Finance Telecommunications and the Environment
Author | : Barbel Finkenstadt,Holger Rootzen |
Publsiher | : CRC Press |
Total Pages | : 422 |
Release | : 2003-07-28 |
Genre | : Mathematics |
ISBN | : 9780203483350 |
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Because of its potential to ...predict the unpredictable,... extreme value theory (EVT) and methodology is currently receiving a great deal of attention from statistical and mathematical researchers. This book brings together world-recognized authorities in their respective fields to provide expository chapters on the applications, use, and theory
Nonlinear and Nonstationary Signal Processing
Author | : W. J. Fitzgerald |
Publsiher | : Cambridge University Press |
Total Pages | : 510 |
Release | : 2000 |
Genre | : Mathematics |
ISBN | : 0521800447 |
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Signal processing, nonlinear data analysis, nonlinear time series, nonstationary processes.
The Fundamentals of Heavy Tails
Author | : Jayakrishnan Nair,Adam Wierman,Bert Zwart |
Publsiher | : Cambridge University Press |
Total Pages | : 265 |
Release | : 2022-06-09 |
Genre | : Business & Economics |
ISBN | : 9781316511732 |
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An accessible yet rigorous package of probabilistic and statistical tools for anyone who must understand or model extreme events.