Modelling and estimating heavy-tailed non-homogeneous correlated queues: Pareto-inverse gamma HGLM with covariates

Sungcheol Yun, Young So Sohn, Youngjo Lee

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

Evidence of communication traffic complexity reveals correlation in a within-queue and heterogeneity among queues. We show how a random-effect model can be used to accommodate these kinds of phenomena. We apply a Pareto distribution for arrival (service) time of individual queue for given arrival (service) rate. For modelling potential correlation in arrival (service) times within a queue and heterogeneity of the arrival (service) rates among queues, we use an inverse gamma distribution. This modelling approach is then applied to the cache access log data processed through an Internet server. We believe that our approach is potentially useful in the area of network resource management.

Original languageEnglish
Pages (from-to)417-425
Number of pages9
JournalJournal of Applied Statistics
Volume33
Issue number4
DOIs
Publication statusPublished - 2006 May 1

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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