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Bounds for the variance of certain stationary point processes
Authors:D.J. Daley
Affiliation:Australian National University, Canberra, Australia
Abstract:For the variance of stationary renewal and alternating renewal processes Nn(·) the paper establishes upper and lower bounds of the form
?B1?varN8(0,x–Aλx?B2(0, where λ=EN8(0,1), with constants A, B1 and B2 that depend on the first three moments of the interval distributions for the processes concerned. These results are consistent with the value of the constant A for a general stationary point process suggested by Cox in 1963 [1].
Keywords:Stationary renewal process  stationary alternating renewal process  stationary point process variance function  Palm-Khinchin equations  variance function bounds
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