Poisson approximations for Markov-driven point processes

DOI10.1016/0304-4149(95)00080-1zbMath0849.60043OpenAlexW1981937650MaRDI QIDQ1915853

Timothy C. Brown, M. Blasikiewicz

Publication date: 1 July 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00080-1

zbMATH Keywords

Markov jump processesPoisson approximation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Some Poisson approximations using compensators
• Eigenvalue bounds on convergence to stationarity for nonreversible Markov chains, with an application to the exclusion process
• Geometric bounds for eigenvalues of Markov chains
• The Stein-Chen method, point processes and compensators
• Stein's method and point process approximation
• Poisson approximation for dependent trials
• Markov chain models - rarity and exponentiality
• On convergence in variation of the distributions of multivariate point processes
• Some applications of the Stein-Chen method for proving Poisson convergence
• A simple coupling of renewal processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales

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