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The Fundamentals of Heavy-tails: Properties, Emergence, and Identification

Nair, Jayakrishnan and Wierman, Adam and Zwart, Bert (2013) The Fundamentals of Heavy-tails: Properties, Emergence, and Identification. ACM SIGMETRICS Performance Evaluation Review, 41 (1). p. 387. ISSN 0163-5999. doi:10.1145/2494232.2466587.

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Heavy-tails are a continual source of excitement and confusion across disciplines as they are repeatedly "discovered" in new contexts. This is especially true within computer systems, where heavy-tails seemingly pop up everywhere -- from degree distributions in the internet and social networks to file sizes and interarrival times of workloads. However, despite nearly a decade of work on heavy-tails they are still treated as mysterious, surprising, and even controversial. The goal of this tutorial is to show that heavy-tailed distributions need not be mysterious and should not be surprising or controversial. In particular, we will demystify heavy-tailed distributions by showing how to reason formally about their counter-intuitive properties; we will highlight that their emergence should be expected (not surprising) by showing that a wide variety of general processes lead to heavy-tailed distributions; and we will highlight that most of the controversy surrounding heavy-tails is the result of bad statistics, and can be avoided by using the proper tools.

Item Type:Article
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Additional Information:Copyright is held by the author/owner(s).
Subject Keywords:Heavy-tailed distributions
Issue or Number:1
Classification Code:G.3 [ Mathematics of computing ]: Probability and Statistics
Record Number:CaltechAUTHORS:20161206-160007274
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Official Citation:Jayakrishnan Nair, Adam Wierman, and Bert Zwart. 2013. The fundamentals of heavy-tails: properties, emergence, and identification. SIGMETRICS Perform. Eval. Rev. 41, 1 (June 2013), 387-388. DOI:
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:72609
Deposited By: Kristin Buxton
Deposited On:07 Dec 2016 00:04
Last Modified:11 Nov 2021 05:04

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