Rare events and Poisson point processes

DOI10.1007/S10958-020-04650-2zbMATH Open1459.60108arXiv1802.06638OpenAlexW2999779709WikidataQ126386750 ScholiaQ126386750MaRDI QIDQ2199124FDOQ2199124

Authors: Friedrich Götze, A. Yu. Zaitsev 

Publication date: 16 September 2020

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Abstract: The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.

Full work available at URL: https://arxiv.org/abs/1802.06638

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zbMATH Keywords

Poisson point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited In (9)

• Partitions of point processes: Multivariate Poisson approximations
• Compound Poisson approximation
• Convergence to infinite-dimensional compound Poisson distributions on convex polyhedra
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• Approximation of a sample by a Poisson point process
• Rare events for the Manneville-Pomeau map
• Compound Poisson process approximation.
• On Alternative Approximating Distributions in the Multivariate Version of Kolmogorov's Second Uniform Limit Theorem

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