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

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zbMATH Keywords

convergence ratecompound Poisson processergodic distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cited In (5)

• On the rate of Poisson process approximation to a Bernoulli process
• A rate of convergence in the Poissonian representation of stable distributions
• Title not available (Why is that?)
• Estimate of the rate of convergence of the Ornstein-Uhlenbeck process with jumps to ergodic distribution
• On the distribution of the first component \(\eta_t\) of a controlled Poisson process \(\{\eta_t,\xi_t\}\), \(t\geq0\), without boundary

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