A note on the prohorov distance between a counting process and a poisson process

DOI10.1080/17442509308833856zbMath0810.60043OpenAlexW2080808705MaRDI QIDQ4286662

Aihua Xia

Publication date: 9 April 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833856

zbMATH Keywords

martingalepoint processesPoisson processcompensatorProkhorov metricSkorokhod metricKy Fan metric

Mathematics Subject Classification ID

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

Related Items (2)

On the asymptotics of locally dependent point processes ⋮ Poisson approximation, compensators and coupling

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