Raisa E. Feldman

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Many engineering applications require extracting a signal from observations corrupted by additive noise, possibly heavy-tailed. We assume that the observation noise is a Levy process, while the signal is Gaussian, and derive a non-linear recursive filter that minimizes the L error. A sub-optimal filter is proposed for numerical purposes, and simulations(More)
The explosion of the World Wide Web as a medium for information dissemination has made it important to understand its characteristics, in particular the distribution of its le sizes. This paper presents evidence that a number of le size distributions in the Web exhibit heavy tails, including les requested by users, les transmitted through the network,(More)
High-resolution traac measurements from modern communications networks provide unique opportunities for developing and validating mathematical models for aggregate traac. To exploit these opportunities, we emphasize the need for structural models that take into account spe-ciic physical features of the underlying communication network structure. This(More)
.... . We study the limiting distribution of the amount of charge left in some set by an infinite system of charged Markovian particles, when the charge distribution belongs to the domain of attraction of a symmetric ca-stable law. The limits are symmetric a-stable generalized random fields. Their multiple integrals are built in a similar manner. We also(More)
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