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THE ASYMPTOTICS OF MOMENTS FOR THE REMAINING TIME OF THE HEAVY-TAIL DISTRIBUTIONS.
Published:
29 April 2023
by MDPI
in The 1st International Online Conference on Mathematics and Applications
session Probability and Statistics
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.
