arXiv
Open Access
2018
The Squared Coefficient of Variation for MMPP is Greater than Unity
Azam Asanjarani
Yoni Nazarathy
Abstrak
Folklore often treats the Markov Modulated Poisson Process as bursty because the variance divided by the expectation of counts is greater than unity. When viewed through the lens of the inter-event process, this ideally corresponds to a squared coefficient of variation greater than unity. As this has not been proved to date, we provide a proof together with an associated stochastic order relation.
Topik & Kata Kunci
Penulis (2)
A
Azam Asanjarani
Y
Yoni Nazarathy
Akses Cepat
Informasi Jurnal
- Tahun Terbit
- 2018
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- en
- Sumber Database
- arXiv
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- Open Access ✓