{"69951":{"#nid":"69951","#data":{"type":"event","title":"On the distribution of overflows","body":[{"value":"\u003Cp\u003ETITLE: On the distribution of overflows\u003C\/p\u003E\u003Cp\u003ESPEAKER: Benjamin Yakir\u003C\/p\u003E\u003Cp\u003EABSTRACT:\u003C\/p\u003E\u003Cp\u003ELong range dependence in stationary processes of increments \ncorresponds to the situations where\nthe variance of cumulative sums is dominated by the accumulation of the \ncovariances between\nincrements. The Hurst parameter, the exponent of the standard deviation \nof the sum as a function of\nthe number of increments involved, is a characteristic of long range \ndependence.\u0026nbsp;\nModels of long range dependence, models that involve an Hurst parameter \n0.5 \u0026lt; H \u0026lt; 1, are frequently used to\nmodel the incoming workload in computer networks and communication.\n\u003Cbr \/\u003E\n\u003Cbr \/\u003EConsider a Gaussian arrival process with long range dependence, a \nbuffer, and a departure process bounded\nby the bandwidth. In this talk we will present analytical approximations \nof the distribution of the number\nof buffer overflows within a given time interval. This approximation is \nobtained by equating the number\nof buffer overflows with the number of times that a CUSUM process \nexceeds a threshold. The distribution\nof the later can be analyzed via the combination of a Poisson \napproximation and likelihood ratio identities.\u003C\/p\u003E","summary":null,"format":"limited_html"}],"field_subtitle":"","field_summary":"","field_summary_sentence":[{"value":"On the distribution of overflows"}],"uid":"27187","created_gmt":"2011-09-12 11:18:06","changed_gmt":"2016-10-08 01:55:42","author":"Anita Race","boilerplate_text":"","field_publication":"","field_article_url":"","field_event_time":{"event_time_start":"2011-09-21T12:00:00-04:00","event_time_end":"2011-09-21T13:00:00-04:00","event_time_end_last":"2011-09-21T13:00:00-04:00","gmt_time_start":"2011-09-21 16:00:00","gmt_time_end":"2011-09-21 17:00:00","gmt_time_end_last":"2011-09-21 17:00:00","rrule":null,"timezone":"America\/New_York"},"extras":[],"groups":[{"id":"1242","name":"School of Industrial and Systems Engineering (ISYE)"}],"categories":[],"keywords":[],"core_research_areas":[],"news_room_topics":[],"event_categories":[],"invited_audience":[],"affiliations":[],"classification":[],"areas_of_expertise":[],"news_and_recent_appearances":[],"phone":[],"contact":[],"email":[],"slides":[],"orientation":[],"userdata":""}}}