Stein's method, Palm theory and Poisson process approximation.
From MaRDI portal
Publication:1889791
DOI10.1214/009117904000000027zbMath1057.60051arXivmath/0410169OpenAlexW2108126307MaRDI QIDQ1889791
Publication date: 10 December 2004
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0410169
Stein's methodpoint processlocal dependencePoisson process approximationlocal approachPalm processWasserstein pseudometric
Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Multivariate Poisson and Poisson process approximations with applications to Bernoulli sums and -statistics, Criteria for Poisson process convergence with applications to inhomogeneous Poisson-Voronoi tessellations, Multivariate approximation in total variation using local dependence, Compound Poisson process approximation for locally dependent real-valued random variables via a new coupling inequality, Zero biasing and a discrete central limit theorem, Approximating dependent rare events, Stein's method and Poisson process approximation for a class of Wasserstein metrics, A large sample property in approximating the superposition of i.i.d. finite point processes, Poisson process approximation under stabilization and Palm coupling, Normal approximation in total variation for statistics in geometric probability, Stein estimation of Poisson process intensities, Normal approximation for fire incident simulation using permanental Cox processes, On the asymptotics of locally dependent point processes, A generalized false discovery rate in microarray studies, Poisson process approximation for dependent superposition of point processes, A new metric between distributions of point processes, Gibbs point process approximation: total variation bounds using Stein's method, Normal approximation for random sums, Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models, Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to \(U\)-statistics and stochastic geometry, A Poisson Limit Theorem for Reliability Models Based on Markov Chains, Palm theory, random measures and Stein couplings, Normal approximation for associated point processes via Stein's method with applications to determinantal point processes, Distance estimates for dependent superpositions of point processes
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Spatial variation. 2nd ed
- Two moments suffice for Poisson approximations: The Chen-Stein method
- Stein's method and point process approximation
- An introduction to the theory of point processes
- Poisson approximation for dependent trials
- Stein's method for compound Poisson approximation: The local approach
- On using the first difference in the Stein-Chen method
- Poisson approximation and the Chen-Stein method. With comments and a rejoinder by the authors
- Stein's method and birth-death processes
- Compound Poisson process approximation.
- Removing logarithms from Poisson process error bounds.
- Compound Poisson Approximation for Dissociated Random Variables via Stein's Method
- On metrics in point process approximation
- Poisson approximation, compensators and coupling