Anisotropic scaling of random grain model with application to network traffic
arXiv:1510.07423 · doi:10.1017/jpr.2016.45
Abstract
We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independent or completely dependent increments along one or both coordinate axes and include stable, Gaussian and some `intermediate' infinitely divisible random fields. Asymptotic form of the covariance function of the random grain model is obtained. Application to superposed network traffic is included.
References in corpus (1)
Cited by in corpus (8)
- Scaling transition for nonlinear random fields with long-range dependence
- Anisotropic scaling of random grain model with application to network traffic
- Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
- Local scaling limits of Lévy driven fractional random fields
- Anisotropic scaling limits of long-range dependent linear random fields on
- Generalized operator-scaling random ball model
- Scaling limits of linear random fields on with general dependence axis
- Scaling transition and edge effects for negatively dependent linear random fields on