MODELING DATA NETWORK SESSIONS BY THE CONDITIONAL EXTREME VALUE MODEL

Event Details
  • Date/Time:
    • Tuesday August 25, 2009
      11:00 am - 12:00 pm
  • Location: Executive Classroom
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    $0.00
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Ton Dieker
ISyE
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404-385-3140
Summaries

Summary Sentence: MODELING DATA NETWORK SESSIONS BY THE CONDITIONAL EXTREME VALUE MODEL

Full Summary: MODELING DATA NETWORK SESSIONS BY THE CONDITIONAL EXTREME VALUE MODEL

TITLE: MODELING DATA NETWORK SESSIONS BY THE CONDITIONAL EXTREME VALUE MODEL

SPEAKER: Professor Sidney Resnick
Cornell University

ABSTRACT:

Using various rules, the flow of packets past a sensor can be amalgamated into higher level entities called sessions. Statistical analysis of these sessions is complex: session duration (D) and size (S) are jointly heavy tailed but average transmission rate (R=S/D) is not heavy tailed and
arrival times of sessions is not Poisson. By segmenting sessions using a peak rate covariate, we find conditional on segment that within segment session initiations can be modeled as Poisson. For modeling the distribution of (D,S,R), the conditional extreme value (CEV) model is
useful. This model is an alternative to multivariate extreme value modeling and is applicable to modeling the distribution of a random vector if some component of the vector is not in a unidimensional domain of attraction. Combining these elements, an overall model of packet flows
emerges which is suitable for simulation.
(Joint work at various times with Jan Heffernan, Bikramjit Das, Luis Lopez-Oliveros.)

Bio:
Dr. Sid Resnick received Masters and PhD. degrees from Purdue University in 1968 and 1970, respectively and has since worked at the Technion (Haifa), Stanford University, Colorado State University and for the last 20 years at Cornell University. He has authored 4 books and coauthored 151 journal articles appearing in major international journals. Sid is also a fellow of the Institute of Mathematical Statistics. His research and scholarship areas cover heavy tails, statistical analysis of extremes, service systems and networks.

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H. Milton Stewart School of Industrial and Systems Engineering (ISYE)

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Status
  • Created By: Anita Race
  • Workflow Status: Published
  • Created On: Oct 12, 2009 - 4:16pm
  • Last Updated: Oct 7, 2016 - 9:46pm