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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 $${hat{N}}$$ 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 $${hat{N}}$$ has small jump sizes.
Keywords:Simple point process  compensator  Poisson process
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