Bounds on the mean and squared coefficient of variation of phase-type distributions
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Publication:5014299
DOI10.1017/jpr.2021.18zbMath1478.60210MaRDI QIDQ5014299
Publication date: 1 December 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2021.18
phase-type distribution; mean; Markov modulated Poisson process; doubly stochastic matrix; squared coefficient of variation; m-matrix
60E15: Inequalities; stochastic orderings
60J27: Continuous-time Markov processes on discrete state spaces
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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