Max-stable sketches: estimation of Lp-norms, dominance norms and point queries for non-negative signals

Max-stable random sketches can be computed efficiently on fast streaming positive data sets by using only sequential access to the data. They can be used to answer point and Lp-norm queries for the signal. There is an intriguing connection between the so-called p-stable (or sum-stable) and the max-stable sketches. Rigorous performance guarantees through error-probability estimates are derived and the algorithmic implementation is discussed

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

Decomposability for stable processes

We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel characterization theory for max-stable processes.Comment: Major revision. Section 4 of previous version removed due to a mistake in the proof. Remarks 3.2 and 3.3 adde