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.
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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.
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|Item Type:||Journal Article, refereed, original work|
|Communities & Collections:||07 Faculty of Science > Institute of Mathematics|
|Dewey Decimal Classification:||510 Mathematics|
|Uncontrolled Keywords:||Immigration-death process; simple point process; compensator; predictable projection; optional projection; Wasserstein metric; Poisson approximation; coupling;|
|Deposited On:||07 Apr 2010 13:49|
|Last Modified:||05 Apr 2016 13:26|
|Publisher:||Taylor & Francis|
|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|
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