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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2018 Number 4, Pages 9–15 (Mi vmumm555)

Mathematics

Extreme values in ON/OFF models of teletraffic under permanent and periodic measurements

A. V. Lebedev

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: The asymptotic behavior of stream intensity extreme values in ON/OFF models of teletraffic under permanent and periodic measurements is studied. It is assumed that the intensity of each source has a distribution with a heavy (regularly varying) tail. A joint limiting distribution for maxima with a common linear normalization, marginal distributions and the distribution of the maxima ratio are obtained. The extremal index for a sequence of periodic measurements is calculated.

Key words: ON/OFF models, teletraffic, heavy tails, extreme values, extremal index.

UDC: 519.21, 519.872

Received: 17.05.2017


 English version:
Moscow University Mathematics Bulletin, Moscow University Mеchanics Bulletin, 2018, 73:4, 137–142

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