EventsThe 1st International Online Conference on Mathematics and Applications
Event submissions
Published
with-doi10.3390/IOCMA2023-14435
This submission belongs to the session S7. Probability and Statistics of the event The 1st International Online Conference on Mathematics and Applications
Published date
29 Apr, 2023
Academic Editor
author-avatarAntonio Di Crescenzo
Citation
Alexander Skorikov, Vladimir Rusev, THE ASYMPTOTICS OF MOMENTS FOR THE REMAINING TIME OF THE HEAVY-TAIL DISTRIBUTIONS., in Proceedings of The 1st International Online Conference on Mathematics and Applications, 1 May–15 May 2023, MDPI: Basel, Switzerland, doi: 10.3390/IOCMA2023-14435
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THE ASYMPTOTICS OF MOMENTS FOR THE REMAINING TIME OF THE HEAVY-TAIL DISTRIBUTIONS.

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Vladimir Rusev 1
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Alexander Skorikov 2
1. National University of Oil and Gas «Gubkin University»
2. Department of High Mathematics, Gubkin University, Moscow, 119991, Russia., Russia
Abstract

Mathematical models of computer systems and telecommunication networks are based on distributions with heavy tails. This paper falls into category exploring the classical models with Gnedenko-Weibull, Burr, Benktander, log-normal, log-gamma distributions. The moment`s asymptotics for remaining time have been derived especially for this heavy-tailed distributions. An asymptotic expansions are also obtained for the tails moments of regularly varying functions.

Keywords
Heavy-tail distributions
asymptotic expansion
mean residual life function
mean excess functions
residual variance.
Manuscript
Rusev_Sorikov_IOCMA_revise.pdf
Poster
Rusev_Skorikov_show_rev.pdf
Rusev_Skorikov_show_rev.pdf
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