Bounds on the mean and squared coefficient of variation of phase-type distributions

DOI10.1017/jpr.2021.18zbMath1478.60210OpenAlexW3135805902MaRDI QIDQ5014299

Qi-Ming He

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

zbMATH Keywords

phase-type distributionmeanMarkov modulated Poisson processdoubly stochastic matrixsquared coefficient of variationm-matrix

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)

Cites Work

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• Equilibrium distributions and simulation methods for age structured populations
• Fundamentals of Matrix-Analytic Methods
• New results on the single server queue with a batch markovian arrival process
• Characterization of phase-type distributions
• The least variable phase type distribution is erlang
• A versatile Markovian point process
• Counter-examples involving markovian arrival processes
• Phase-type distributions: open problems and a few properties
• The Markov-modulated Poisson process (MMPP) cookbook
• Moment bounds of PH distributions with infinite or finite support based on the steepest increase property
• Input Modeling with Phase-Type Distributions and Markov Models

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