A new approach to Poisson approximation of simple point processes using compensators (Q867098)
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scientific article; zbMATH DE number 5126792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to Poisson approximation of simple point processes using compensators |
scientific article; zbMATH DE number 5126792 |
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A new approach to Poisson approximation of simple point processes using compensators (English)
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14 February 2007
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Simple point processes with discontinuous compensators are considered. It is shown that the time-changed point process may be approximated by a homogeneous Poisson process. The total variation distance between the approximated process and the Poisson process is studied under the assumption that the jumps of the compensator are bounded by a constant smaller than one.
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simple point process
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compensator
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Poisson process
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