The Asymptotics of Moments for the Remaining Time of Heavy-Tail Distributions

Recent mathematical models of reliability computer systems and telecommunication networks are based on distributions with heavy tails. This paper falls into the category of exploring the classical models with heavy tails: Gnedenko–Weibull, Burr, Benktander distributions. The moment’s asymptotics for...

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Bibliographic Details
Published in:Computer sciences & mathematics forum 2023-04, Vol.7 (1), p.52
Main Authors: Vladimir Rusev, Alexander Skorikov
Format: Article
Language:English
Subjects:
asymptotic expansion
heavy-tail distributions
mean excess functions
mean residual life function
residual variance
Online Access:Get full text
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Summary:Recent mathematical models of reliability computer systems and telecommunication networks are based on distributions with heavy tails. This paper falls into the category of exploring the classical models with heavy tails: Gnedenko–Weibull, Burr, Benktander distributions. The moment’s asymptotics for residual time have been derived especially for there heavy-tailed distributions. A simulation study is presented to give a practice characterization of the distributions with heavy tails.
ISSN:2813-0324
DOI:10.3390/IOCMA2023-14435