Rubinstein distance on configurations spaces
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Publication:6206078
arXiv0707.0445MaRDI QIDQ6206078FDOQ6206078
Authors: Laurent Decreusefond, Nicolas Savy
Publication date: 3 July 2007
Abstract: By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As an application, we show that the best way to approximate a Modulated Poisson Process (see below for the definition) by a Poisson process is to equate their intensity.
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