On the variance to mean ratio for random variables from Markov chains and point processes

DOI10.1239/jap/1032192849zbMath0942.60003OpenAlexW2078842998MaRDI QIDQ4215679

Kais Hamza, Aihua Xia, Timothy C. Brown

Publication date: 21 August 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032192849

zbMATH Keywords

correlationMarkov chaininfinitesimal generatorconditional intensitytransition rates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on discrete state spaces (60J27) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

A large sample property in approximating the superposition of i.i.d. finite point processes ⋮ Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems

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