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Recursive Selection of Hyperexponential Distributions in Approximation of Distributions with "Heavy Tails"

https://doi.org/10.31854/1813-324X-2023-9-2-40-46

Abstract

It is known that many quantities that determine the network characteristics of the functioning of an infocommunication network have probability distributions with "heavy tails", which can have a significant impact on network performance. Models with heavy-tailed distributions tend to be difficult to analyze. The analysis can be simplified by using an algorithm to approximate a heavy-tailed distri-bution by a hyperexponential distribution (a finite mixture of exponentials). The paper presents a algorithm for calculating the parameters of the hyperexponential distribution components, which is based on a recursive selection of parameters. This algorithm allows you to analyze various models of queues, including G/G/1. It is shown that the approach under consideration is applicable to the approxi-mation of monotonically decreasing distributions, including those with a "heavy tail". Examples of approximation of Pareto and Weibull distributions are given.

About the Authors

M. Buranova
Povolzhskiy State University of Telecommunications and Informatics
Russian Federation

Samara, 443010, Russian Federation



V. Kartashevskiy
Povolzhskiy State University of Telecommunications and Informatics
Russian Federation

Samara, 443010, Russian Federation



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For citations:


Buranova M., Kartashevskiy V. Recursive Selection of Hyperexponential Distributions in Approximation of Distributions with "Heavy Tails". Proceedings of Telecommunication Universities. 2023;9(2):40-46. (In Russ.) https://doi.org/10.31854/1813-324X-2023-9-2-40-46

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ISSN 1813-324X (Print)
ISSN 2712-8830 (Online)