Removing logarithms from Poisson process error bounds.

DOI10.1016/S0304-4149(99)00108-8MaRDI QIDQ1877394zbMATH OpenOpenAlexFDO

Authors Timothy C. Brown, Graham V. Weinberg, Aihua Xia

Publication date 7 September 2004

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4149(99)00108-8

zbMATH Keywords

immigration-death processMelamed's theoremPalm processpoint processPoisson approximationStein-Chen methodWasserstein distance

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Queueing theory (aspects of probability theory) (60K25)

Review text

A new approximation theorem for estimating the error in approximating the whole distribution of a finite-point process by a suitable Poisson process is presented. A point process is defined as a random element taking values in the space of finite configurations on a compact metric space. The Wasserstein metric is used for estimating the errors in Poisson approximation of point processes. The approach is based on finding a new smoothness estimate and the Palm process approximation. In many cases, the new bounds remain constant as the mean of the process increases, in contrast to previous results which, at best, increase logarithmically with the mean. Applications are given to Bernoulli trials, a randomly shifted Bernoulli process, and to networks of queues. In these applications the bounds are independent of time and space, only dependent on parameters of the system under consideration.

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Cites work

• Approximate versions of Melamed's theorem
• Characterizations of Poisson traffic streams in Jackson queueing networks
• scientific article; zbMATH DE number 4080508 (Why is no real title available?)
• On metrics in point process approximation
• On Stein-Chen factors for Poisson approximation
• Poisson approximation for dependent trials
• Stein's method and point process approximation

Cited in

(16)

• Stein's method and birth-death processes
• Stein's method, Palm theory and Poisson process approximation.
• Non-equilibrium statistical physics of currents in queuing networks
• A large sample property in approximating the superposition of i.i.d. finite point processes
• Distance estimates for dependent superpositions of point processes
• Poisson approximations for telecommunications networks
• Sharp errors for point-wise Poisson approximations in mixing processes
• Approximating dependent rare events
• On the asymptotics of locally dependent point processes
• Infinitely divisible approximations for discrete nonlattice variables
• Poisson process approximation for dependent superposition of point processes
• Lock-free search data structures: throughput modeling with Poisson processes
• Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
• Stein's method and Poisson process approximation for a class of Wasserstein metrics
• Functional Poisson approximation in Kantorovich-Rubinstein distance with applications to U-statistics and stochastic geometry
• A polynomial birth-death point process approximation to the Bernoulli process

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