A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions

Adler, Robert J.; Feldman, Raisa E.; Taqqu, Murad S.

doi:10.21236/ada336956

Cited by 216 publications

(234 citation statements)

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“…Queue: a number, between 1 and the number of different queues in the system. 16. Partition: a number, between 1 and the number of different partitions in the system.…”

Section: Requested Runtime (Or Cpu Time)mentioning

confidence: 99%

“…To quote from the preface of A Practical Guide to Heavy Tails [16], Ever since data has been collected, they have fallen into two quite distinct groups: "good data", which meant that their owners knew how to perform the analysis, and "bad data", which were difficult, if not impossible, to handle. .…”

Section: Heavy Tailsmentioning

confidence: 99%

“…The volume edited by Adler et al [16] is devoted to dealing with heavy tails, but despite its name (A Practical Guide to Heavy Tails) it is still more on the mathematical than the practical side. An even more general and theoretical mathematical treatment is given by Samorodnitsky and Taqqu [589].…”

Section: Heavy Tailsmentioning

confidence: 99%

“…Stable distributions are central to the discussion of Feller [254], with the basics introduced in Chapter VI, and additional material presented later in the book. Even more advanced material on stable distributions and their relationship to self-similarity is found in A Practical Guide to Heavy Tails [16] and in the book by Samorodnitsky and Taqqu [589]. An extensive treatise on stable distributions is being prepared by Nolan [519].…”

Section: Background Box: Stable Distributionsmentioning

confidence: 99%

“…High ranks are also achieved by some popular navigational queries: "google", "yahoo", and "ebay" occupy ranks 8, 15, and 20, respectively. Other high-ranking terms are "free" (rank 9), "lyrics" (13), "school" (16), "florida" (22), "home" (26), "pictures" (29), and "bank" (30). The notorious "sex" is only rank 44.…”

Section: Transactional Queriesmentioning

confidence: 99%

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Workload Modeling for Computer Systems Performance Evaluation

Feitelson

2015

186

131

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Reliable performance evaluations require the use of representative workloads. This is no easy task since modern computer systems and their workloads are complex, with many interrelated attributes and complicated structures. Experts often use sophisticated mathematics to analyze and describe workload models, making these models difficult for practitioners to grasp. This book aims to close this gap by emphasizing the intuition and the reasoning behind the definitions and derivations related to the workload models. It provides numerous examples from real production systems, with hundreds of graphs. Using this book, readers will be able to analyze collected workload data and clean it if necessary, derive statistical models that include skewed marginal distributions and correlations, and consider the need for generative models and feedback from the system. The descriptive statistics techniques covered are also useful for other domains.

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“…Queue: a number, between 1 and the number of different queues in the system. 16. Partition: a number, between 1 and the number of different partitions in the system.…”

Section: Requested Runtime (Or Cpu Time)mentioning

confidence: 99%

Section: Heavy Tailsmentioning

confidence: 99%

Section: Heavy Tailsmentioning

confidence: 99%

Section: Background Box: Stable Distributionsmentioning

confidence: 99%

Section: Transactional Queriesmentioning

confidence: 99%

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Workload Modeling for Computer Systems Performance Evaluation

Feitelson

2015

186

131

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Toward an Improved Understanding of Network Traffic Dynamics

Riedi

Willinger

2000

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Anomalous statistics in turbulence, financial markets and other complex systems

Peinke¹,

Böttcher

Barth

2004

Annalen der Physik

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The meaning of non‐Gaussian statistics of disordered systems is discussed. The risks of heavy tailed probability distributions of wind gusts are presented together with the discussion of an eventual power law behavior of such heavy tailed distributions. We summarize the argumentation connecting such probability distributions with Levy processes and the meaning of non‐existing moments. Based on turbulence and financial market data, stochastic cascade processes are presented, which lead to anomalous statistics with heavy tails, too. Finally we show how for disordered complex systems with an underlying hierarchical structure, like the cascade structure in turbulence, a stochastic equation can be estimated directly from the data. The numerical solution of this reconstructed stochastic process gives back the anomalous statistics.

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A Practical Guide to Heavy Tails: Statistical Techniques for Analyzing Heavy Tailed Distributions

Cited by 216 publications

References 0 publications

Workload Modeling for Computer Systems Performance Evaluation

Workload Modeling for Computer Systems Performance Evaluation

Toward an Improved Understanding of Network Traffic Dynamics

Anomalous statistics in turbulence, financial markets and other complex systems

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