Poisson approximation, compensators and coupling

DOI10.1080/07362990008809661zbMath0953.60031OpenAlexW2083235678MaRDI QIDQ4946986

Aihua Xia

Publication date: 29 January 2001

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

Full work available at URL: https://doi.org/10.1080/07362990008809661

zbMATH Keywords

couplingcompensatorPoisson process approximationsimple point process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Stein's method, Palm theory and Poisson process approximation. ⋮ Approximating dependent rare events ⋮ Wasserstein distance on configuration space ⋮ The Stein-Dirichlet-Malliavin method ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains

Cites Work

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• Some Poisson approximations using compensators
• The Stein-Chen method, point processes and compensators
• Stein's method and point process approximation
• Weak and Strong Convergence of the Distributions of Counting Processes
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• A note on the prohorov distance between a counting process and a poisson process

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