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Extreme Value Analysis of Teletraffic Data

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Author Info
Tsourti, Zoi
Panaretos, John

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Abstract

An empirically verified characteristic of the expanding area of Internet is the longtailness of phenomena such as cpu time to complete a job, call holding times, files lengths requested, inter-arrival times and so on. Extreme values of the above quantities are liable to cause problems to the efficient operation of the network and call for effective design and management. Extreme-value analysis is an area of statistical analysis particularly concerned with the systematic study of extremes, providing useful insight to fields where extreme values are probable to occur and have detrimental effects, as is the case of teletraffics. In this paper we illustrate the main elements of this analysis and proceed to a detailed application of extreme-value analysis concepts to a specific teletraffic data set. This analysis verifies, too, the existence of long tails in the data.

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File URL: http://mpra.ub.uni-muenchen.de/6391/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6391.

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Date of creation: 2004
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Handle: RePEc:pra:mprapa:6391

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Related research
Keywords: Teletraffic engineering Long tails Extreme-value index Smoothing procedures

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Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General

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  1. Tsourti, Zoi & Panaretos, John, 2001. "Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison," MPRA Paper 6384, University Library of Munich, Germany. [Downloadable!]
  2. Jon Danielsson & Casper G. de Vries, 1998. "Beyond the Sample: Extreme Quantile and Probability Estimation," FMG Discussion Papers dp298, Financial Markets Group. [Downloadable!] (restricted)
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This page was last updated on 2008-11-17.


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