Poisson approximation for point processes via monotone couplings

DOI10.1214/AOAP/1034968143MaRDI QIDQ1814750zbMATH OpenOpenAlexFDO

Authors Timothy C. Brown, Darryl Greig

Publication date 7 July 1997

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

Full work available at URL https://doi.org/10.1214/aoap/1034968143

zbMATH Keywords

Palm measuresStein-Chen bounds for the accuracy of Poisson approximationtotal number of points in a point process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Approximations to statistical distributions (nonasymptotic) (62E17) Continuous-time Markov processes on general state spaces (60J25) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3866301 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
• An introduction to the theory of point processes
• Approximate versions of Melamed's theorem
• Bounds, inequalities, and monotonicity properties for some specialized renewal processes
• Compound Poisson approximation for nonnegative random variables via Stein's method
• Event and time averages: a review
• Palm probabilities and stationary queues
• Point processes and queues. Martingale dynamics
• Poisson approximation for dependent trials
• The Stein-Chen method, point processes and compensators
• Two moments suffice for Poisson approximations: The Chen-Stein method

Cited in

(18)

• On using the first difference in the Stein-Chen method
• Partitions of point processes: Multivariate Poisson approximations
• A Compound Poisson Model for Word Occurrences in DNA Sequences
• Stein's method, Palm theory and Poisson process approximation.
• Poisson process approximation: from Palm theory to Stein's method
• Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics
• Poisson Approximations and the Definition of the Poisson Process
• Bound on Poisson approximation for the street light problem via Stein-Chen method
• Poisson process approximation for dependent superposition of point processes
• On the asymptotics of locally dependent point processes
• Disagreement coupling of Gibbs processes with an application to Poisson approximation
• Poisson thinning by monotone factors
• Poisson process approximation under stabilization and Palm coupling
• Sharp errors for point-wise Poisson approximations in mixing processes
• Coupling methods in connection with Poisson process approximation
• Poisson approximation, compensators and coupling
• The Stein-Chen method, point processes and compensators
• Relaxation of monotone coupling conditions: Poisson approximation and beyond

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