Asymptotic analysis of tail probabilities based on the computation of moments (Q1916480)

Moment-based algorithms for computing asymptotic parameters [cf. {G. L. Choudhury} and \textit{D. M. Lucantoni}, Numerical computation of large number of moments with applications to asymptotic analysis. In Proceedings of the International Teletraffic Congress Sponsored Seminar on Teletraffic Analysis Methods for Current and Future Telecom Networks, Bangalore, India 113-120 (1993)] are especially useful when the transforms are not available explicitly as in models of busy periods or polling systems. In this paper, the authors provide additional theoretical support for this moment-based algorithm for computing asymptotic parameters and new refined estimators for the case \(\beta\neq 0\). The new refined estimators converge much faster than the previous estimators.