Coupling methods in connection with Poisson process approximation |
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Authors: | D. Pfeifer |
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Affiliation: | (1) Institut für Statistik und Wirtschaftsmathematik, RWTH Aachen, Wüllnerstr. 3, D-5100 Aachen |
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Abstract: | Motivated by a simple probabilistic model for the radioactive decay, we show thatSerfling's [1978] approach to Poisson approximation using coupling techniques can in a natural way also be applied to Poisson process approximation. This provides at the same time uniform estimations for the deviation of a Markov-Bernoulli process from the approximating Poisson process with respect to the total variation distance. An application to quasirandom input queuing models is also given. |
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Keywords: | Radioactive decay Quasirandom input queuing model Poisson process approximation Coupling techniques |
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