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.
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页码：179 / 189
页数：11
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