Aggregation of network traffic and anisotropic scaling of random fields

preprint2022arXivOpen access

Abstract

We discuss joint spatial-temporal scaling limits of sums Aλ,γA_{λ,γ} (indexed by (x,y)∈R+2(x,y) \in \mathbb{R}^2_+) of large number O(λγ)O(λ^γ) of independent copies of integrated input process X={X(t),t∈R}X = \{X(t), t \in \mathbb{R}\} at time scale λλ, for any given γ>0γ>0. We consider two classes of inputs XX: (I) Poisson shot-noise with (random) pulse process, and (II) regenerative process with random pulse process and regeneration times following a heavy-tailed stationary renewal process. The above classes include several queueing and network traffic models for which joint spatial-temporal limits were previously discussed in the literature. In both cases (I) and (II) we find simple conditions on the input process in order that normalized random fields Aλ,γA_{λ,γ} tend to an αα-stable Lévy sheet (1<α<2)(1< α<2) if γ<γ0 γ< γ_0, and to a fractional Brownian sheet if γ>γ0γ> γ_0, for some γ0>0γ_0>0. We also prove an `intermediate' limit for γ=γ0γ= γ_0. Our results extend previous works Mikosch et al. (2002), Gaigalas, Kaj (2003) and other papers to more general and new input processes.

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