Bivariate statistical analysis of TCP-flow sizes and durations

Natalia Markovich, Jorma Kilpi

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientific

    Abstract

    This paper is devoted to the nonparametric analysis of heavy-tailed bivariate data. The TCPflow sizes and durations measured from the mobile network of the Finnish operator Elisa are investigated. The rough methods to detect heaviness of tails from [4] and [8] are applied and it is shown that both flow sizes and durations are heavy-tailed. An extreme value bivariate distribution of two random variables, TCP flow sizes and durations, is estimated by nonparametric methods. For this purpose, the Pickands dependence function is estimated from the empirical sample of the observed pairs. Furthermore, the respective bivariate quantile plot is constructed.
    Original languageEnglish
    Title of host publicationProceedings of the EuroNGI Workshop on Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa'06
    Pages47 - 50
    Publication statusPublished - 2006
    MoE publication typeB3 Non-refereed article in conference proceedings
    EventStochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa - Amsterdam, Netherlands
    Duration: 8 Nov 200610 Nov 2006

    Conference

    ConferenceStochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa
    CountryNetherlands
    CityAmsterdam
    Period8/11/0610/11/06

    Fingerprint

    Statistical Analysis
    Dependence Function
    Value Distribution
    Bivariate Distribution
    Nonparametric Methods
    Extreme Values
    Mobile Networks
    Quantile
    Rough
    Tail
    Random variable
    Operator

    Cite this

    Markovich, N., & Kilpi, J. (2006). Bivariate statistical analysis of TCP-flow sizes and durations. In Proceedings of the EuroNGI Workshop on Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa'06 (pp. 47 - 50)
    Markovich, Natalia ; Kilpi, Jorma. / Bivariate statistical analysis of TCP-flow sizes and durations. Proceedings of the EuroNGI Workshop on Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa'06. 2006. pp. 47 - 50
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    title = "Bivariate statistical analysis of TCP-flow sizes and durations",
    abstract = "This paper is devoted to the nonparametric analysis of heavy-tailed bivariate data. The TCPflow sizes and durations measured from the mobile network of the Finnish operator Elisa are investigated. The rough methods to detect heaviness of tails from [4] and [8] are applied and it is shown that both flow sizes and durations are heavy-tailed. An extreme value bivariate distribution of two random variables, TCP flow sizes and durations, is estimated by nonparametric methods. For this purpose, the Pickands dependence function is estimated from the empirical sample of the observed pairs. Furthermore, the respective bivariate quantile plot is constructed.",
    author = "Natalia Markovich and Jorma Kilpi",
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    Markovich, N & Kilpi, J 2006, Bivariate statistical analysis of TCP-flow sizes and durations. in Proceedings of the EuroNGI Workshop on Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa'06. pp. 47 - 50, Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa, Amsterdam, Netherlands, 8/11/06.

    Bivariate statistical analysis of TCP-flow sizes and durations. / Markovich, Natalia; Kilpi, Jorma.

    Proceedings of the EuroNGI Workshop on Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa'06. 2006. p. 47 - 50.

    Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingsScientific

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    AB - This paper is devoted to the nonparametric analysis of heavy-tailed bivariate data. The TCPflow sizes and durations measured from the mobile network of the Finnish operator Elisa are investigated. The rough methods to detect heaviness of tails from [4] and [8] are applied and it is shown that both flow sizes and durations are heavy-tailed. An extreme value bivariate distribution of two random variables, TCP flow sizes and durations, is estimated by nonparametric methods. For this purpose, the Pickands dependence function is estimated from the empirical sample of the observed pairs. Furthermore, the respective bivariate quantile plot is constructed.

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    Markovich N, Kilpi J. Bivariate statistical analysis of TCP-flow sizes and durations. In Proceedings of the EuroNGI Workshop on Stochastic Performance Models for Resource Allocation in Communication Systems, StoPeRa'06. 2006. p. 47 - 50