Performance Evaluation with Heavy Tailed Distributions

(Extended Abstract)
  • Mark E. Crovella
Conference paper

DOI: 10.1007/3-540-46429-8_1

Part of the Lecture Notes in Computer Science book series (LNCS, volume 1786)
Cite this paper as:
Crovella M.E. (2000) Performance Evaluation with Heavy Tailed Distributions. In: Haverkort B.R., Bohnenkamp H.C., Smith C.U. (eds) Computer Performance Evaluation.Modelling Techniques and Tools. TOOLS 2000. Lecture Notes in Computer Science, vol 1786. Springer, Berlin, Heidelberg

Abstract

Over the last decade an important new direction has developed in the performance evaluation of computer systems: the study of heavy-tailed distributions. Loosely speaking, these are distributions whose tails follow a power-law with low exponent, in contrast to traditional distributions (e.g., Gaussian, Exponential, Poisson) whose tails decline exponentially (or faster). In the late ’80s and early ’90s experimental evidence began to accumulate that some properties of computer systems and networks showed distributions with very long tails [7,27,28], and attention turned to heavy-tailed distributions in particular in the mid ’90s [3,9,23,34,42].

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2000

Authors and Affiliations

  • Mark E. Crovella
    • 1
  1. 1.Department of Computer ScienceBoston UniversityBostonUSA

Personalised recommendations