Non-classical error bounds in the central limit theorem

The classical central limit theorem states the uniform convergence of the distribution functions of the standardized sums of independent and identically distributed square integrable real-valued random variables to the standard normal distribution function. While first versions of the central limit theorem are already due to Moivre (1730) and Laplace (1812), a systematic study of this topic started at the beginning of the last century with the fundamental work of Lyapunov (1900, 1901). Meanwhile, extensions of the central limit theorem are available for a multitude of settings. This includes, e.g., Banach space valued random variables as well as substantial relaxations of the assumptions of independence and identical distributions. Furthermore, explicit error bounds are established and asymptotic expansions are employed to obtain better approximations. Classical error estimates like the famous bound of Berry and Esseen are stated in terms of absolute moments of the random summands and therefore do not reflect a potential closeness of the distributions of the single random summands to a normal distribution. Non-classical approaches take this issue into account by providing error estimates based on, e.g., pseudomoments. The latter field of investigation was initiated by work of Zolotarev in the 1960's and is still in its infancy compared to the development of the classical theory. For example, non-classical error bounds for asymptotic expansions seem not to be available up to now ...

Modeling of Self-similar Traffic

Modeling of self-similar traffic is performed for the queuing system of G/M/1/K type using Weibull distribution. To study the self-similar traffic the simulation model is developed by using SIMULINK software package in MATLAB environment. Approximation of self-similar traffic on the basis of spline functions. Modeling self-similar traffic is carried outfor QS of W/M/1/K type using the Weibull distribution. Initial data are: the value of Hurst parameter H=0,65, the shape parameter of the distribution curve α≈0,7 and distribution parameter β≈0,0099. Considering that the self-similar traffic is characterized by the presence of "splashes" and long-termdependence between the moments of requests arrival in this study under given initial data it is reasonable to use linear interpolation splines.