Poisson process approximation for dependent superposition of point processes
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Abstract: Although the study of weak convergence of superpositions of point processes to the Poisson process dates back to the work of Grigelionis in 1963, it was only recently that Schuhmacher [Stochastic Process. Appl. 115 (2005) 1819--1837] obtained error bounds for the weak convergence. Schuhmacher considered dependent superposition, truncated the individual point processes to 0--1 point processes and then applied Stein's method to the latter. In this paper, we adopt a different approach to the problem by using Palm theory and Stein's method, thereby expressing the error bounds in terms of the mean measures of the individual point processes, which is not possible with Schuhmacher's approach. We consider locally dependent superposition as a generalization of the locally dependent point process introduced in Chen and Xia [Ann. Probab. 32 (2004) 2545--2569] and apply the main theorem to the superposition of thinned point processes and of renewal processes.
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Cited in
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- Normal approximation for associated point processes via Stein's method with applications to determinantal point processes
- On the asymptotics of locally dependent point processes
- Poisson superposition processes
- Asymptotics of superposition of point processes
- A large sample property in approximating the superposition of i.i.d. finite point processes
- Normal approximation for fire incident simulation using permanental Cox processes
- The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
- Distance estimates for dependent superpositions of point processes
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