Global Modeling and Prediction of Computer Network Traffic

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 over the network to capture the global traffic behavior. It arises from a limit approximation of the traffic fluctuations as the time--scale and the number of users sharing the network grow. The resulting probability model is comprised of a Gaussian and/or a stable, infinite variance components. They can be succinctly described and handled by certain 'space-time' random fields. The model is validated against simulated and real data. It is then applied to predict traffic fluctuations over unobserved links from a limited set of observed links. Further, applications to anomaly detection and network management are briefly discussed

Oversampling of wavelet frames for real dilations

We generalize the Second Oversampling Theorem for wavelet frames and dual wavelet frames from the setting of integer dilations to real dilations. We also study the relationship between dilation matrix oversampling of semi-orthogonal Parseval wavelet frames and the additional shift invariance gain of the core subspace.Comment: Journal of London Mathematical Society, published online March 13, 2012 (to appear in print

Wavelet representations and Fock space on positive matrices

We show that every biorthogonal wavelet determines a representation by operators on Hilbert space satisfying simple identities, which captures the established relationship between orthogonal wavelets and Cuntz-algebra representations in that special case. Each of these representations is shown to have tractable finite-dimensional co-invariant doubly-cyclic subspaces. Further, motivated by these representations, we introduce a general Fock-space Hilbert space construction which yields creation operators containing the Cuntz--Toeplitz isometries as a special case.Comment: 32 pages, LaTeX ("amsart" document class), one EPS graphic file used for shading, accepted March 2002 for J. Funct. Ana

Smoothed Affine Wigner Transform

We study a generalization of Husimi function in the context of wavelets. This leads to a nonnegative density on phase-space for which we compute the evolution equation corresponding to a Schr\"Aodinger equation

Diffusive wavelets on groups and homogeneous spaces

The aim of this exposition is to explain basic ideas behind the concept of diffusive wavelets on spheres in the language of representation theory of Lie groups and within the framework of the group Fourier transform given by Peter-Weyl decomposition of $L^2(G)$ for a compact Lie group $G$. After developing a general concept for compact groups and their homogeneous spaces we give concrete examples for tori -which reflect the situation on $R^n$- and for spheres $S^2$ and $S^3$.Comment: 20 pages, 3 figure