A new approach to Poisson approximation of simple point processes using compensators

DOI10.1007/s10959-006-0037-yzbMath1115.60050OpenAlexW1980345357MaRDI QIDQ867098

Hussain Elalaoui-Talibi, Kameswarrao S. Casukhela, Jaya Casukhela

Publication date: 14 February 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0037-y

zbMATH Keywords

Poisson processcompensatorsimple point process

Mathematics Subject Classification ID

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

Cites Work

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• Some Poisson approximations using compensators
• Poisson approximations for time-changed point processes
• Random time change and an integral representation for marked stopping times
• The Poisson approximation for dependent events
• A general Poisson approximation theorem
• An approximation theorem for the Poisson binomial distribution
• Integrability of Expected Increments of Point Processes and a Related Random Change of Scale
• An Exponential Bound for Functions of a Markov Chain
• Verallgemeinerung eines Satzes von Prochorow und Le Cam

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