POISSON APPROXIMATION FOR POINT PROCESSES VIA MONOTONE COUPLINGS

被引：0

作者：

Brown, Timothy C. ^{[1
]}

Greig, Darryl ^{[1
]}

机构：

[1] Univ Melbourne, Dept Stat, Parkville, Vic 3052, Australia

来源：

ANNALS OF APPLIED PROBABILITY | 1996年 / 6卷 / 02期

关键词：

Poisson approximation; monotone couplings; Cox process; NBU; NWU renewal processes;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Monotonicity properties of certain classes of point processes with respect to the Palm measure are exploited to derive upper and lower bounds on the total variation distance away from Poisson of these processes. The results obtained are applied to new better than used and new worse than used renewal processes and to a Cox process with rates given by a two state Markov chain.

引用

页码：545 / 560

页数：16

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