Some Poisson approximations using compensators
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Publication:801392
DOI10.1214/AOP/1176993517zbMath0551.60048OpenAlexW2062479869MaRDI QIDQ801392
Publication date: 1983
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993517
discrete approximationmarked point processescompound Poisson approximationscompensatorsthinning of point processes
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Signed Poisson approximations for Markov chains ⋮ Convergence of thinning processes using compensators ⋮ A CUMULATIVE RESIDUAL INACCURACY MEASURE FOR COHERENT SYSTEMS AT COMPONENT LEVEL AND UNDER NONHOMOGENEOUS POISSON PROCESSES ⋮ Partitions of point processes: Multivariate Poisson approximations ⋮ On Stein-Chen factors for Poisson approximation ⋮ Poisson approximations of multinomial distributions and point processes ⋮ Poisson approximations for time-changed point processes ⋮ A new approach to Poisson approximation of simple point processes using compensators ⋮ Some poisson approximations for departure processes in general queueing networks ⋮ Pseudo-Poisson approximation for Markov chains ⋮ Poisson approximations for Markov-driven point processes ⋮ Coupling with compensators ⋮ Discriminating between sequences of bernoulli and markov-bernoulli trials ⋮ On the asymptotics of locally dependent point processes ⋮ A polynomial birth-death point process approximation to the Bernoulli process ⋮ On the optimality of multivariate Poisson approximation ⋮ Existence, uniqueness and approximation of the jump-type stochastic Schrödinger equation for two-level systems ⋮ Poisson approximation, compensators and coupling ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains ⋮ Poisson approximation ⋮ Asymptotic reliability of a linearly connected system with an infinite number of components
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