Rare events and Poisson point processes

DOI10.1007/S10958-020-04650-2MaRDI QIDQ2199124zbMATH OpenOpenAlexWikidataFDO

Authors Friedrich Götze, A. Yu. Zaitsev

Publication date 16 September 2020

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.06638

zbMATH Keywords

Poisson point processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Abstract: The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates for the closeness between the sample containing independent observations of rare events and the Poisson point process which is obtained after a Poissonization of the initial sample.

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Cited in

(10)

• Partitions of point processes: Multivariate Poisson approximations
• Compound Poisson approximation
• On alternative approximating distributions in the multivariate version of Kolmogorov's second uniform limit theorem
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