Poisson approximation, compensators and coupling

DOI10.1080/07362990008809661MaRDI QIDQ4946986zbMATH OpenOpenAlexFDO

Authors Aihua Xia

Publication date 29 January 2001

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362990008809661

zbMATH Keywords

compensatorcouplingPoisson process approximationsimple point process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• A note on the prohorov distance between a counting process and a poisson process
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• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Some Poisson approximations using compensators
• Stein's method and point process approximation
• The Stein-Chen method, point processes and compensators
• Weak and Strong Convergence of the Distributions of Counting Processes

Cited in

(13)

• Coupling with compensators
• Stein's method, Palm theory and Poisson process approximation.
• Wasserstein distance on configuration space
• An overview of some Poisson integrators
• The Stein-Dirichlet-Malliavin method
• Coupling methods in approximations
• Approximating dependent rare events
• Point processes in time and stein's method
• Poisson perturbations
• A Poisson Limit Theorem for Reliability Models Based on Markov Chains
• Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
• Sharp constants in the Poisson approximation
• Some Poisson approximations using compensators

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