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September 2016 >Anisotropic scaling of the random grain model with application to network traffic
Vytautė Pilipauskaitė, Donatas Surgailis
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J. Appl. Probab. 53(3): 857-879 (September 2016).

Abstract

We obtain a complete description of anisotropic scaling limits of the random grain model on the plane with heavy-tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both coordinate axes and include stable, Gaussian, and ‘intermediate’ infinitely divisible random fields. The asymptotic form of the covariance function of the random grain model is obtained. Application to superimposed network traffic is included.

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Vytautė Pilipauskaitė. Donatas Surgailis. ">Anisotropic scaling of the random grain model with application to network traffic." J. Appl. Probab. 53 (3) 857 - 879, September 2016.

Information

Published: September 2016
First available in Project Euclid: 13 October 2016

zbMATH: 1351.60064
MathSciNet: MR3570099

Subjects:
Primary: 60G60
Secondary: 60G22, 60G51, 60K25

Rights: Copyright © 2016 Applied Probability Trust

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Vol.53 • No. 3 • September 2016
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