Distance estimates for Poisson process approximations of dependent thinnings

DOI10.1214/EJP.V10-237MaRDI QIDQ1767552zbMATH OpenOpenAlexFDO

Authors Dominic Schuhmacher

Publication date 8 March 2005

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

Full work available at URL https://eudml.org/doc/125086, http://www.emis.de/journals/EJP-ECP/_ejpecp/EjpVol10/paper5.abs.html

zbMATH Keywords

Barbour-Brown distanceCox processmixingPoint processprobability metricsWasserstein distance

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Distribution theory (60E99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Review text

It is well known that, under certain conditions, a thinned and appropriately contracted random point process in \(R^d_+\) converges weakly to a Cox process. In this paper, the rate of convergence in the above limit theorem is investigated. More precisely, a discretization and a result based on Stein's method are used to obtain estimates of the Barbour-Brown distance between the distribution of a thinned point process and an approximating Poisson process. These estimates are evaluated in concrete examples. The main thinning model is based on the usual thinning notion of deleting points independently according to probabilites supplied by a random field. Additionally, an alternative thinning model is used which can be applied more naturally if the thinning is determined by point interactions.

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Cited in

(13)

• Distance estimates for dependent thinnings of point processes with densities
• Independence of thinned processes characterizes the Poisson process: an elementary proof and a statistical application
• Poisson thinning by monotone factors
• Distance estimates for dependent superpositions of point processes
• On ANOVA decompositions of kernels and Gaussian random field paths
• Thinning of Cluster Processes: Convergence of Sums of Thinned Point Processes
• ON PROBABILITIES ASSOCIATED WITH THE MINIMUM DISTANCE BETWEEN EVENTS OF A POISSON PROCESS IN A FINITE INTERVAL
• scientific article; zbMATH DE number 59497 (Why is no real title available?)
• Poisson process approximation for dependent superposition of point processes
• Some characterization results on classical and free Poisson thinning
• On the moment distance of Poisson processes
• Poisson approximation of Poisson-driven point processes and extreme values in stochastic geometry
• Compound Poisson process approximation under -mixing and stabilization

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