On the Levy-Prokhorov distance between counting processes

DOI10.5186/aasfm.1988.1318zbMath0671.60026OpenAlexW2321742638MaRDI QIDQ3823557

Esko Valkeila, M. Nikunen

Publication date: 1988

Published in: Annales Academiae Scientiarum Fennicae. Series A. I. Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1988.1318

zbMATH Keywords

Poisson approximationcounting processLévy-Prokhorov distancedeterministic compensator

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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