Department of Statistics Seminar
North Carolina State University

presents

Dr. Murad Taqqu

Boston University

"Self-similarity and Computer Network Traffic"

ABSTRACT

Ethernet local area network traffic appears to be approximately statistically self-similar. This discovery, made about eight years ago, has had a profound impact on the field. I will try to explain how one can construct random processes with that property by aggregating a large number of "on-off" renewal processes. If the number of replications grows to infinity then, after rescaling, the limit turns out to be the Gaussian self-similar process called fractional Brownian motion. If, however, the rewards are heavy-tailed as well, then the limit is a stable non-Gaussian process with infinite variance and dependent increments. Since linear fractional stable motion is the stable counterpart of the Gaussian fractional Brownian motion, a natural conjecture is that the limit process is linear fractional stable motion. This conjecture, it turns out, is false. The limit is a new type of infinite variance self-similar process.

Friday, December, 5, 2003

3:35 - 4:35 pm

206 Cox Hall

Refreshments will be served on the second floor of Dabney Hall (left of Room 222) at 3:00 pm.