10 citations · 23 across the 5 of their papers we have counts for
5 papers
Network-wide Statistical Modeling and Prediction of Computer Traffic
Joel Vaughan, Stilian A. Stoev, George Michailidis
In order to maintain consistent quality of service, computer network engineers face the task of monitoring the traffic fluctuations on the individual links making up the network. H…
Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals
Stilian A. Stoev, Murad S. Taqqu
Max-stable random sketches can be computed efficiently on fast streaming positive data sets by using only sequential access to the data. They can be used to answer point and Lp-nor…
Global Modeling and Prediction of Computer Network Traffic
Stilian A. Stoev, George Michailidis, Joel Vaughan
We develop a probabilistic framework for global modeling of the traffic over a computer network. This model integrates existing single-link (-flow) traffic models with the routing…
On the Estimation of the Heavy-Tail Exponent in Time Series using the Max-Spectrum
Stilian A Stoev, George Michailidis
This paper addresses the problem of estimating the tail index of distributions with heavy, Pareto-type tails for dependent data, that is of interest in the areas of finance, insura…
Conditional Sampling for Spectrally Discrete Max-Stable Random Fields
Yizao Wang, Stilian A. Stoev
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which…