A new approach to Poisson approximation of simple point processes using compensators

DOI10.1007/S10959-006-0037-YMaRDI QIDQ867098zbMATH OpenOpenAlexFDO

Authors Jaya Casukhela, Kameswarrao S. Casukhela, Hussain Elalaoui-Talibi

Publication date 14 February 2007

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-006-0037-y

zbMATH Keywords

compensatorPoisson processsimple point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Review text

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.

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Cites work

• A general Poisson approximation theorem
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• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
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• Integrability of Expected Increments of Point Processes and a Related Random Change of Scale
• Poisson approximations for time-changed point processes
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Cited in

(4)

• Poisson approximations for time-changed point processes
• Compensator approximations for point processes on the plane
• A more comprehensive complementary theorem for the analysis of Poisson point processes
• Some Poisson approximations using compensators

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