Abstract
We discuss joint spatial-temporal scaling limits of sums (indexed by ) of large number of independent copies of integrated input process at time scale , for any given . We consider two classes of inputs : (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 tend to an -stable Lévy sheet if , and to a fractional Brownian sheet if , for some . We also prove an `intermediate' limit for . Our results extend previous works Mikosch et al. (2002), Gaigalas, Kaj (2003) and other papers to more general and new input processes.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.