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Bounds for the variance of certain stationary point processes

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  • Daley, D. J.

Abstract

For the variance of stationary renewal and alternating renewal processes Nn(·) the paper establishes upper and lower bounds of the form -B1[less-than-or-equals, slant]varN8(0,x-A[lambda]x[less-than-or-equals, slant]B2(0

Suggested Citation

  • Daley, D. J., 1978. "Bounds for the variance of certain stationary point processes," Stochastic Processes and their Applications, Elsevier, vol. 7(3), pages 255-264, August.
    • Handle: RePEc:eee:spapps:v:7:y:1978:i:3:p:255-264
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    Cited by:

    1. Qinghua Li, 2014. "Facilitation and Internalization Optimal Strategy in a Multilateral Trading Context," Papers 1404.7320, arXiv.org, revised Jan 2015.

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