BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Bounds on the Mean and Squared Coefficient of Variation of Phase-Type Distributions He, Qi-Ming


We consider a class of phase-type distributions, to be called the MMPP class of PH-distributions, and find bounds of their mean and squared coefficient of variation (SCV). As an application, we have shown that the SCV of the event-stationary inter-event time of Markov modulated Poisson processes (MMPPs) is greater than or equal to unity, which answers an open problem about MMPPs

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