TY - JOUR
T1 - Aggregation of network traffic and anisotropic scaling of random fields
AU - Leipus, Remigijus
AU - Pilipauskaite, Vytaute
AU - Surgailis, Donatas
PY - 2023
Y1 - 2023
N2 - We discuss joint spatial-temporal scaling limits of sums A
λ,γ (indexed by (x, y) ∈ R
2) of large number O(λ
γ ) of independent copies of integrated input process X = {X(t),t ∈ R} at time scale λ, for any given γ > 0. We consider two classes of inputs X: (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 the normalized random fields A
λ,γ tend to an α-stable Lévy sheet (1 < α < 2) if γ < γ
0, and to a fractional Brownian sheet if γ > γ
0, for some γ
0 > 0. We also prove an ‘intermediate’ limit for γ = γ
0. Our results extend the previous works of R. Gaigalas and I. Kaj [Bernoulli 9 (2003), no. 4, 671–703] and T. Mikosch, S. Resnick, H. Rootzén and A. Stegeman [Ann. Appl. Probab. 12 (2002), no. 1, 23–68] and other papers to more general and new input processes.
AB - We discuss joint spatial-temporal scaling limits of sums A
λ,γ (indexed by (x, y) ∈ R
2) of large number O(λ
γ ) of independent copies of integrated input process X = {X(t),t ∈ R} at time scale λ, for any given γ > 0. We consider two classes of inputs X: (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 the normalized random fields A
λ,γ tend to an α-stable Lévy sheet (1 < α < 2) if γ < γ
0, and to a fractional Brownian sheet if γ > γ
0, for some γ
0 > 0. We also prove an ‘intermediate’ limit for γ = γ
0. Our results extend the previous works of R. Gaigalas and I. Kaj [Bernoulli 9 (2003), no. 4, 671–703] and T. Mikosch, S. Resnick, H. Rootzén and A. Stegeman [Ann. Appl. Probab. 12 (2002), no. 1, 23–68] and other papers to more general and new input processes.
KW - Heavy tails
KW - M/G/1/0 queue
KW - M/G/1/∞ queue
KW - M/G/∞ queue
KW - ON/OFF process
KW - Telecom process
KW - anisotropic scaling of random fields
KW - fractional Brownian sheet
KW - intermediate limit
KW - joint spatial-temporal limits
KW - large deviations
KW - long-range dependence
KW - regenerative process
KW - renewal process
KW - scaling transition
KW - self-similarity
KW - shot-noise process
KW - stable Lévy sheet
KW - superimposed network traffic
UR - http://www.scopus.com/inward/record.url?scp=85164396127&partnerID=8YFLogxK
U2 - 10.1090/tpms/1188
DO - 10.1090/tpms/1188
M3 - Journal article
SN - 0094-9000
VL - 108
SP - 77
EP - 126
JO - Theory of Probability and Mathematical Statistics
JF - Theory of Probability and Mathematical Statistics
ER -