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Extremal dependence analysis of network sessions. (English) Zbl 1329.62234
Summary: We refine a stimulating study by S. Sarvotham et al. [“Network and user driven alpha-beta on-off source model for network traffic”, Comput. Networks 48, No. 3, 335–350 (2005; doi:10.1016/j.comnet.2004.11.024)] which highlighted the influence of peak transmission rate on network burstiness. From TCP packet headers, we amalgamate packets into sessions where each session is characterized by a 5-tuple $$(S,D,R,R ^{ \vee},\Gamma)$$=(total payload, duration, average transmission rate, peak transmission rate, initiation time). After careful consideration, a new definition of peak rate is required. Unlike Sarvotham et al. [loc. cit.] who segmented sessions into two groups labelled alpha and beta, we segment into 10 sessions according to the empirical quantiles of the peak rate variable as a demonstration that the beta group is far from homogeneous. Our more refined segmentation reveals additional structure that is missed by segmentation into two groups. In each segment, we study the dependence structure of $$(S,D,R)$$ and find that it varies across the groups. Furthermore, within each segment, session initiation times are well approximated by a Poisson process whereas this property does not hold for the data set taken as a whole. Therefore, we conclude that the peak rate level is important for understanding structure and for constructing accurate simulations of data in the wild. We outline a simple method of simulating network traffic based on our findings.

##### MSC:
 62G32 Statistics of extreme values; tail inference 62P30 Applications of statistics in engineering and industry; control charts
QRM; ismev
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