Long-range dependence does not necessarily imply non-exponential tails
Article Ecrit par: Makowski, Armand M. ;
Résumé: We exhibit a buffer model with a provably long-range dependent input source but whose corresponding measure of buffer occupancy is exponentially distributed (and thus has exponential tails). This example invalidates the perception which has emerged in the literature on traffic engineering, that long-range dependencies necessarily induce nonexponential tails for the buffer asymptotics.
Langue:
Anglais