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Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies

Author

Listed:
  • Piotr Kokoszka

    (Colorado State University)

  • Hieu Nguyen

    (Colorado State University)

  • Haonan Wang

    (Colorado State University)

  • Liuqing Yang

    (Colorado State University)

Abstract

Motivated by the need to introduce design improvements to the Internet network to make it robust to high traffic volume anomalies, we analyze statistical properties of the time separation between arrivals of consecutive anomalies in the Internet2 network. Using several statistical techniques, we demonstrate that for all unidirectional links in Internet2, these interarrival times have distributions whose tail probabilities decay like a power law. These heavy-tailed distributions have varying tail indexes, which in some cases imply infinite variance. We establish that the interarrival times can be modeled as independent and identically distributed random variables, and propose a model for their distribution. These findings allow us to use the tools of of renewal theory, which in turn allows us to estimate the distribution of the waiting time for the arrival of the next anomaly. We show that the waiting time is stochastically substantially longer than the time between the arrivals, and may in some cases have infinite expected value. All our findings are tabulated and displayed in the form of suitable graphs, including the relevant density estimates.

Suggested Citation

  • Piotr Kokoszka & Hieu Nguyen & Haonan Wang & Liuqing Yang, 2020. "Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 29(4), pages 727-744, December.
  • Handle: RePEc:spr:stmapp:v:29:y:2020:i:4:d:10.1007_s10260-019-00500-x
    DOI: 10.1007/s10260-019-00500-x
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    References listed on IDEAS

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    1. Hall, Peter, 1990. "Using the bootstrap to estimate mean squared error and select smoothing parameter in nonparametric problems," Journal of Multivariate Analysis, Elsevier, vol. 32(2), pages 177-203, February.
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