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Quantitative Finance · Glossaire

Qu'est-ce que « Latency histogram » ?

Definition 5.4 Low-Latency Software · Chapitre 5 — Measuring Latency

A latency histogram counts recorded latencies in buckets. In a log-linear histogram the buckets are exact for small values and grow in proportion to the value beyond, so that every bucket’s width is at most a fixed fraction of the values it holds; percentiles are then known to that relative precision over any range, from a fixed table and without storing samples.

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