A new approach to Poisson approximation of simple point processes using compensators (Q867098): Difference between revisions

Simple point processes with discontinuous compensators are considered. It is shown that the time-changed point process may be approximated by a homogeneous Poisson process. The total variation distance between the approximated process and the Poisson process is studied under the assumption that the jumps of the compensator are bounded by a constant smaller than one.