Cumulative broadband network traffic is often thought to be well modeled by fractional Brownian motion (FBM). However, some traffic measurements do not show an agreement with the Gaussian marginal distribution assumption. We show that if connection rates are modest relative to heavy tailed connection length distribution tails, then stable Lévy motion is a sensible approximation to cumulative traffic over a time period. If connection rates are large relative to heavy tailed connection length distribution tails, then FBM is the appropriate approximation. The results are framed as limit theorems for a sequence of cumulative input processes whose connection rates are varying in such a way as to remove or induce long range dependence.
The CANDECOMP/PARAFAC (CP) model decomposes a three-way array into a prespecified number of R factors and a residual array by minimizing the sum of squares of the latter. It is well known that an optimal solution for CP need not exist. We show that if an optimal CP solution does not exist, then any sequence of CP factors monotonically decreasing the CP criterion value to its infimum will exhibit the features of a so-called "degeneracy". That is, the parameter matrices become nearly rank deficient and the Euclidean norm of some factors tends to infinity. We also show that the CP criterion function does attain its infimum if one of the parameter matrices is constrained to be column-wise orthonormal.
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In this paper, we derive uniqueness conditions for a constrained version of the Parallel Factor (Parafac) decomposition, also known as Canonical decomposition (Candecomp). Candecomp/Parafac (CP) decomposes a three-way array into a prespecified number of outer product arrays. The constraint is that some vectors forming the outer product arrays are linearly dependent according to a prespecified pattern. This is known as the PARALIND family of models. An important subclass is where some vectors forming the outer product arrays are repeated according to a prespecified pattern. These are known as CONFAC decompositions. We discuss the relation between PARALIND, CONFAC and the three-way decompositions CP, Tucker3, and the decomposition in block terms. We provide both essential uniqueness conditions and partial uniqueness conditions for PARALIND and CONFAC, and discuss the relation with uniqueness of constrained Tucker3 models and the block decomposition in rank-(L, L, 1) terms. Our results are demonstrated by means of examples.
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It has been shown that a best rank-R approximation of an order-k tensor may not exist when R ≥ 2 and k ≥ 3. This poses a serious problem to data analysts using tensor decompositions.It has been observed numerically that, generally, this issue cannot be solved by consecutively computing and subtracting best rank-1 approximations. The reason for this is that subtracting a best rank-1 approximation generally does not decrease tensor rank. In this paper, we provide a mathematical treatment of this property for real-valued 2 × 2 × 2 tensors, with symmetric tensors as a special case. Regardless of the symmetry, we show that for generic 2 × 2 × 2 tensors (which have rank 2 or 3), subtracting a best rank-1 approximation results in a tensor that has rank 3 and lies on the boundary between the rank-2 and rank-3 sets. Hence, for a typical tensor of rank 2, subtracting a best rank-1 approximation increases the tensor rank.
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