Quick Search:

uzh logo
Browse by:
bullet
bullet
bullet
bullet

Zurich Open Repository and Archive

Permanent URL to this publication: http://dx.doi.org/10.5167/uzh-22170

Barbour, A D; Brown, T; Xia, A (1998). Point processes in time and Stein's method. Stochastics and Stochastics Reports, 65(1-2):127-151.

[img]
Preview
PDF (Preprint)
1MB

View at publisher

Abstract

This article gives an upper bound for a Wasserstein distance between the distribution of a simple point process and that of a Poisson process on the positive half line. The bound is partly expressed in terms of their compensators, and partly in terms of the expected future effect of having a point at a given time. The argument is based on Stein's method, together with a martingale approach. Some examples are provided, which illustrate the computation of the upper bound and demonstrate its accuracy.

Citations

Altmetrics

Downloads

26 downloads since deposited on 07 Apr 2010
11 downloads since 12 months

Detailed statistics

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
DDC:510 Mathematics
Uncontrolled Keywords:Immigration-death process; simple point process; compensator; predictable projection; optional projection; Wasserstein metric; Poisson approximation; coupling;
Language:English
Date:1998
Deposited On:07 Apr 2010 13:49
Last Modified:23 Nov 2012 15:04
Publisher:Taylor & Francis
ISSN:1026-7794
Additional Information:This is an electronic version of an article published in [Stochastics Stochastics Rep. 65 (1998), no. 1-2, 127--151]. Stochastics and Stochastics Reports is available online at: http://www.informaworld.com/smpp/title~db=all~content=t713652481
Publisher DOI:10.1080/17442509808834176

Users (please log in): suggest update or correction for this item

Repository Staff Only: item control page