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Probabilistic sampling of finite renewal processes

dc.contributor.authorAntunes, Nelson
dc.contributor.authorPipiras, Vladas
dc.date.accessioned2018-12-07T14:57:59Z
dc.date.available2018-12-07T14:57:59Z
dc.date.issued2011-11
dc.description.abstractConsider a finite renewal process in the sense that interrenewal times are positive i.i.d. variables and the total number of renewals is a random variable, independent of interrenewal times. A finite point process can be obtained by probabilistic sampling of the finite renewal process, where each renewal is sampled with a fixed probability and independently of other renewals. The problem addressed in this work concerns statistical inference of the original distributions of the total number of renewals and interrenewal times from a sample of i.i.d. finite point processes obtained by sampling finite renewal processes. This problem is motivated by traffic measurements in the Internet in order to characterize flows of packets (which can be seen as finite renewal processes) and where the use of packet sampling is becoming prevalent due to increasing link speeds and limited storage and processing capacities.
dc.description.sponsorshipNSF [DMS-06-08669]
dc.description.versioninfo:eu-repo/semantics/publishedVersion
dc.identifier.doi10.3150/10-BEJ321
dc.identifier.issn1350-7265
dc.identifier.issn1573-9759
dc.identifier.urihttp://hdl.handle.net/10400.1/11798
dc.language.isoeng
dc.peerreviewedyes
dc.publisherInt Statistical Inst
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/
dc.subjectNonparametric-inference
dc.subjectRandom Sums
dc.titleProbabilistic sampling of finite renewal processes
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage1326
oaire.citation.issue4
oaire.citation.startPage1285
oaire.citation.titleBernoulli
oaire.citation.volume17
person.familyNameAntunes
person.givenNameNelson
person.identifier.ciencia-idA31E-F40A-C819
person.identifier.orcid0000-0001-6071-1099
person.identifier.scopus-author-id15063869700
rcaap.rightsopenAccess
rcaap.typearticle
relation.isAuthorOfPublicationaea16f78-689b-426f-b6ad-e76e7b3972fe
relation.isAuthorOfPublication.latestForDiscoveryaea16f78-689b-426f-b6ad-e76e7b3972fe

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