Convergence rate of the distribution of Poisson process on the interval to the ergodic one

zbMATH Open1164.60368MaRDI QIDQ3607079FDOQ3607079

Authors Olga V. Lukovych 

Publication date 28 February 2009

zbMATH Keywords

convergence ratecompound Poisson processergodic distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cited in

(5)

• On the rate of Poisson process approximation to a Bernoulli process
• On the distribution of the first component \(\eta_t\) of a controlled Poisson process \(\{\eta_t,\xi_t\}\), \(t\geq0\), without boundary
• scientific article; zbMATH DE number 224178 (Why is no real title available?)
• Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution
• A rate of convergence in the Poissonian representation of stable distributions

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