Let $X_i\sim\text{Pois}(\lambda_i)$ for $i=1,2,\ldots,n$ and $Y = \min X_i$. Can we show that, for example $\mathbb{E}[Y] \leq f(\lambda,n)\min\lambda_i$ for some $f : (\mathbb{R}^n,\mathbb{N}) \to [0,1]$ and lower bound the variance $\mathbb{V}[Y]$ by anything meaningful?
Jensen's inequality tells us $$\mathbb{E}[Y] = \mathbb{E}[\min_i X_i] \leq \min_i\mathbb{E}[X_i] = \min_i\lambda_i$$ already but I'd like something more concrete.
Note that this question asks a similar question, but is concerned with the entire distribution over $Y$ while I only need bounds on 2 moments. Accordingly, I'd expect a more closed-form answer available.
If it helps, in my case $X_i\sim\text{Pois}(\lambda)$ for $i=1,\ldots,n-1$ and $X_n \sim \text{Pois}(\lambda + \gamma)$ for $\lambda,\gamma>0$ so for $\gamma$ and $n$ large enough we may effectively assume $X_i\sim\text{Pois}(\lambda)$ are i.i.d (with high probability) for the purposes of estimating $Y$.