A New Approach to Poisson Approximation of Simple Point Processes Using Compensators |
| |
Authors: | Jaya Casukhela Kameswarrao S. Casukhela Hussain Elalaoui-Talibi |
| |
Affiliation: | (1) Department of Mathematics, Ohio State University at Lima, 4240 Campus Drive, Lima, OH 45804, USA;(2) Department of Mathematics, Tuskegee University, JAND Building no. 70-348, Tuskegee, AL 36088, USA |
| |
Abstract: | ![]() Consider a simple point process N on the line, and let be its compensator. We use a result of Kallenberg (1990, Probab. Theory Relat. Fields 86, 167–202) to give a new approach to estimate the total variation distance between the distributions of N and that of a Poisson process when has small jump sizes. |
| |
Keywords: | Simple point process compensator Poisson process |
本文献已被 SpringerLink 等数据库收录! |
|