Poisson process approximation for dependent superposition of point processes

DOI10.3150/10-BEJ290zbMATH Open1248.60054arXiv0901.2445OpenAlexW3104681144MaRDI QIDQ453285FDOQ453285

Authors: Louis H. Y. Chen, Aihua Xia 

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Abstract: Although the study of weak convergence of superpositions of point processes to the Poisson process dates back to the work of Grigelionis in 1963, it was only recently that Schuhmacher [Stochastic Process. Appl. 115 (2005) 1819--1837] obtained error bounds for the weak convergence. Schuhmacher considered dependent superposition, truncated the individual point processes to 0--1 point processes and then applied Stein's method to the latter. In this paper, we adopt a different approach to the problem by using Palm theory and Stein's method, thereby expressing the error bounds in terms of the mean measures of the individual point processes, which is not possible with Schuhmacher's approach. We consider locally dependent superposition as a generalization of the locally dependent point process introduced in Chen and Xia [Ann. Probab. 32 (2004) 2545--2569] and apply the main theorem to the superposition of thinned point processes and of renewal processes.

Full work available at URL: https://arxiv.org/abs/0901.2445

Recommendations

• Poisson process approximation: from Palm theory to Stein's method
• Distance estimates for dependent superpositions of point processes
• Stein's method, Palm theory and Poisson process approximation.
• Poisson approximation for point processes via monotone couplings
• Superposed continuous renewal processes: A Markov renewal approach

zbMATH Keywords

renewal processesStein's methodPoisson process approximationdependent superposition of point processessparse point processesthinned point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Renewal theory (60K05)

Cites Work

• An introduction to the theory of point processes
• Title not available (Why is that?)
• Stein's method and point process approximation
• Title not available (Why is that?)
• Title not available (Why is that?)
• On metrics in point process approximation
• Multivariate normal approximations by Stein's method and size bias couplings
• Normal approximation for random sums
• Normal approximation under local dependence.
• Title not available (Why is that?)
• Removing logarithms from Poisson process error bounds.
• Stein's method, Palm theory and Poisson process approximation.
• Title not available (Why is that?)
• Poisson approximation for some statistics based on exchangeable trials
• Zero biasing and a discrete central limit theorem
• A martingale approach to the Poisson convergence of simple point processes
• Distance estimates for Poisson process approximations of dependent thinnings
• Distance estimates for dependent superpositions of point processes
• Title not available (Why is that?)
• Thinning of Cluster Processes: Convergence of Sums of Thinned Point Processes
• Title not available (Why is that?)
• Überlagerung verdünnter und schwach abhängiger Punktprozesse
• Title not available (Why is that?)
• Limits of compound and thinned point processes
• Schwache Konvergenz von unabhängigen Überlagerungen verdünnter zufälliger Punktfolgen
• Title not available (Why is that?)
• Stochastic Point Processes: Limit Theorems
• On the weak convergence of superpositions of point processes
• Position dependent and stochastic thinning of point processes

Cited In (9)

• A functional approximation for the M/G/1/N queue
• Normal approximation for associated point processes via Stein's method with applications to determinantal point processes
• On the asymptotics of locally dependent point processes
• Poisson superposition processes
• Asymptotics of superposition of point processes
• A large sample property in approximating the superposition of i.i.d. finite point processes
• Normal approximation for fire incident simulation using permanental Cox processes
• The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
• Distance estimates for dependent superpositions of point processes

This page was built for publication: Poisson process approximation for dependent superposition of point processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q453285)