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14. M. Crovella and A. Bestavros. Self-similarity in World Wide Web traf c: evidence and possible causes. IEEE=ACM Trans. Networking, 5(6):835 846, 1997. 15. R. Davis and S. Resnick. Limit theory for bilinear processes with heavy tailed noise. Ann. Appl. Probab., 6:1191 1210, 1996. 16. L. de Haan, D. W. Jansen, K. Koedijk, and Casper G. de Vries. Safety rst portfolio selection, extreme value theory and long run asset risks. In J. Galambos, ed., Extreme Value Theory and Applications, pp. 471 487. Kluwer, Dordrecht, 1994. 17. C. G. de Vries. On the relation between GARCH and stable processes. J. Econometrics, 48:313 324, 1991. 18. A. Erramilli, O. Narayan, and W. Willinger. Experimental queueing analysis with longrange dependent packet traf c. IEEE=ACM Trans. Network Comput., 4:209 223, 1996. 19. J. B. G. Frenk. On Banach Algebras, Renewal Measures and Regenerative Processes, Vol. 38 of CWI Tracts. Stichting Mathematisch Centrum, Centrum voor Wiskunde en Informatica, Amsterdam, 1987. 20. P. Hall. Introduction to the Theory of Coverage Processes. Wiley, New York, 1988. 21. D. Heath, S. Resnick, and G. Samorodnitsky. Patterns of buffer over ow in a class of queues with long memory in the input stream. Ann. Appl. Probab., 7(4):1021 1057, 1997. 22. D. Heath, S. Resnick, and G. Samorodnitsky. Heavy tails and long range dependence in on=off processes and associated uid models. Math. Oper. Res., 23(1):145 165, 1998. 23. D. Heath, S. Resnick, and G. Samorodnitsky. How system performance is affected by the interplay of averages in a uid queue with long range dependence induced by heavy tails. Ann. Appl. Probab., 9:352 375, 1999. 24. M. C. A. B. Hols and C. G. de Vries. The limiting distribution of extremal exchange rate returns. J. Appl. Econometrics, 6:287 302, 1991. 25. H. E. Hurst. Long-term storage capacity of reservoirs. Trans. Am. Soc. Civ. Eng., 116:770 808, 1951. 26. H. E. Hirst. Methods of using long-term storage in reservoirs. Proc. Inst. Civ. Eng., Part I, pp. 519 577, 1955. 27. D. L. Iglehart. Extreme values in the GI =G=1 queue. Ann. Math. Statist., 43:627 635, 1972. 28. P. R. Jelenkovic and A. A. Lazar. Asymptotic results for multiplexing subexponential on off processes. Adv. Appl. Probab., 31:394 421, 1999. 29. P. R. Jelenkovic. Subexponential loss rates in a GI =GI =1 queue with applications. Queueing Syst., 33:91 123, 1999. 30. P. R. Jelenkovic and A. A. Lazar. A network multiplexer with multiple time scale and subexponential arrivals. In Stochastic Networks, pp. 215 235. Springer, New York, 1996. 31. P. R. Jelenkovic and A. A. Lazar. Subexponential asymptotics of a Markov-modulated random walk with queueing applications. J. Appl. Probab., 35(2):325 347, 1998. 32. T. Konstantopoulos and S.-J. Lin. Macroscopic models for long-range dependent network traf c. Queueing Syst. Theory Appl., 28(1 3):215 243, 1998. 33. W. E. Leland, M. S. Taqqu, W. Willinger, and D. V. Wilson. On the self-similar nature of Ethernet traf c (extended version). IEEE=ACM Trans. Networking, 2:1 15, 1994. 34. B. Melamed, M. Livny, and A. K. Tsiolis. The impact of autocorrelations on queueing systems. Manage. Sci., 39:322 339, 1993.
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35. A. McNeil. Estimating the tails of loss severity distributions using extreme value theory. Astin Bull., 27:117 137, 1997. 36. A. G. Pakes. On the tails of waiting-time distributions. J. Appl. Probab., 12:555 564, 1975. 37. S. Resnick. Discussion of the Danish data on large re insurance losses. Astin Bull., 27:139 151, 1997. 38. S. Resnick. Heavy tail modeling and teletraf c data. Ann. Statist., 25:1805 1869, 1997. 39. S. Resnick. Why non-linearities can ruin the heavy tailed modeler's day. In M. S. Taqqu, R. Adler, and R. Feldman, eds., A Practical Guide to Heavy Tails: Statistical Techniques for Analysing Heavy Tailed Distributions. Birkhauser, Boston, 1998. 40. S. Resnick and G. Samorodnitsky. Performance decay in a single server exponential queueing model with long range dependence. Oper. Res., 45:235 243, 1997. 41. S. Resnick and G. Samorodnitsky. Activity periods of an in nite server queue and performance of certain heavy tailed uid queues. Available as TR1201.ps.Z at http:==www.orie.cornell.edu=trlist=trlist.html, 1998. To appear: QUESTA 42. S. Resnick, G. Samorodnitsky, and F. Xue. How misleading can sample acf's of stable ma's be (very!). Ann. Appl. Probab., 1998. Technical report 1209; available at www.orie.cornell.edu=trlist=trlist.html. To appear: Ann. Appl. Prob. 43. S. Resnick and E. van den Berg. Sample correlation behavior for the heavy tailed general bilinear process. Technical report 1210; available at www.orie.cornell.edu= trlist=trlist.html, 1998. To appear: Stochastic Models. 44. S. I. Resnick. Extreme Values, Regular Variation and Point Processes. Springer-Verlag, New York, 1987. 45. S. I. Resnick. Adventures in Stochastic Processes. Birkhauser, Boston, 1992. 46. S. I. Resnick and H. Rootzen. Self-similar communication models and very heavy tails. Available as TR1228.ps.Z at www.orie.cornell.edu=trlist=trlist.html, 1998. To appear: Ann. Appl. Prob. 47. L. Takacs. An Introduction to Queueing Theory. Oxford University Press, New York, 1962. 48. M. Taqqu, W. Willinger, and R. Sherman. Proof of a fundamental result in self-similar traf c modeling. Comput. Commun. Rev., 27:5 23, 1997. 49. W. Willinger, M. S. Taqqu, M. Leland, and D. Wilson. Self-similarity through high variability: statistical analysis of Ethernet LAN traf c at the source level. Comput. Commun. Rev., 25:100 113, 1995. Proceedings of the ACM SIGCOMM'95, Cambridge, MA. 50. A. P. Zwart. A uid queue with a nite buffer and subexponential input. COSOR Memorandum 98-25, Eindhoven University at Technology; available at http:==www. win.tue.nl=math=bs=cosor98.html, 1998.
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Self-Similar Network Traf c and Performance Evaluation, Edited by Kihong Park and Walter Willinger Copyright # 2000 by John Wiley & Sons, Inc. Print ISBN 0-471-31974-0 Electronic ISBN 0-471-20644-X
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