Upper bounds for spatial point process approximations
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Abstract: We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed processes behave approximately like Poisson processes for large T. In this article, under very similar assumptions, explicit upper bounds are given for the d_2-distance between the corresponding point process distributions. A number of related results, and applications to kernel density estimation and long range dependence testing are also presented. The main results are proved by applying a generalized Stein-Chen method to discretized versions of the point processes.
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- Spatial logistic regression and change-of-support in Poisson point processes
- Weak homogenization of point processes by space deformations
- A new metric between distributions of point processes
- 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
- An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions
- Distance estimates for dependent thinnings of point processes with densities
- Distance estimates for dependent superpositions of point processes
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