Compound Poisson process approximation.

DOI10.1214/AOP/1029867135MaRDI QIDQ1872302zbMATH OpenOpenAlexFDO

Authors Marianne Månsson, A. D. Barbour

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1029867135

zbMATH Keywords

distancemetricrare eventsStein equation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 837692 (Why is no real title available?)
• A Phase Transition for the Distribution of Matching Blocks
• Compound Poisson approximation for Markov chains using Stein's method
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Compound Poisson approximation in total variation
• Compound Poisson approximation: A user's guide
• On compound Poisson approximation for sequence matching
• Probability approximations via the Poisson clumping heuristic
• Solving the Stein Equation in compound poisson approximation
• Stein's method and birth-death processes
• Stein's method and point process approximation
• Two moments suffice for Poisson approximations: The Chen-Stein method

Cited in

(16)

• Wasserstein distance on configuration space
• Stein's method, Palm theory and Poisson process approximation.
• Strong memoryless times and rare events in Markov renewal point processes.
• Optimal transport between determinantal point processes and application to fast simulation
• A mixture‐distribution factor model for multivariate outliers
• A new metric between distributions of point processes
• On the asymptotics of locally dependent point processes
• A polynomial birth-death point process approximation to the Bernoulli process
• Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality
• Gibbs point process approximation: total variation bounds using Stein's method
• scientific article; zbMATH DE number 3905572 (Why is no real title available?)
• A mixture‐distribution factor model for multivariate outliers
• The Stein-Dirichlet-Malliavin method
• A large sample property in approximating the superposition of i.i.d. finite point processes
• A Compound Poisson Approximation Inequality
• Distance estimates for dependent superpositions of point processes

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