Poisson approximations for Markov-driven point processes

被引：2

作者：

Blasikiewicz, M ^{[1
]}

Brown, TC ^{[1
]}

机构：

[1] UNIV WESTERN AUSTRALIA, DEPT MATH, NEDLANDS, WA 6009, AUSTRALIA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1996年 / 62卷 / 01期

关键词：

Poisson approximation; Markov jump processes;

D O I：

10.1016/0304-4149(95)00080-1

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：

An asymptotically finite bound is derived for the total variation distance between the distribution of N(t) and the Poisson distribution with mean EN(t) when N is a simple point process whose interpoint times are exponential with means determined by an ergodic, finite-state Markov chain and when it is a Cox process with a stationary, irreducible, finite-state continuous-time Markov chain for intensity.

引用

页码：179 / 189

页数：11

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