Weak convergence to the tangent process of the linear multifractional stable motion

We also show that one can have degenerate tangent processes Z(t), when the function H(t) is not sufficiently regular. The LMSM process is closely related to the Gaussian multifractional Brownian motion (MBM) process. We establish similar weak convergence results for the MBM

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