A new approach to Poisson approximation of simple point processes using compensators (Q867098): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:25, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to Poisson approximation of simple point processes using compensators |
scientific article |
Statements
A new approach to Poisson approximation of simple point processes using compensators (English)
0 references
14 February 2007
0 references
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.
0 references
simple point process
0 references
compensator
0 references
Poisson process
0 references
