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Bounds on the Mean and Squared Coefficient of Variation of Phase-Type Distributions He, Qi-Ming
Description
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
Item Metadata
| Title |
Bounds on the Mean and Squared Coefficient of Variation of Phase-Type Distributions
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| Creator | |
| Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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| Date Issued |
2020-08-21T10:00
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| Description |
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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| Extent |
28.0 minutes
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| Subject | |
| Type | |
| File Format |
video/mp4
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| Language |
eng
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| Notes |
Author affiliation: University of Waterloo
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| Series | |
| Date Available |
2021-02-18
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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| DOI |
10.14288/1.0395903
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| URI | |
| Affiliation | |
| Peer Review Status |
Unreviewed
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| Scholarly Level |
Faculty
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| Rights URI | |
| Aggregated Source Repository |
DSpace
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Item Citations and Data
Rights
Attribution-NonCommercial-NoDerivatives 4.0 International