Partitions of point processes: Multivariate poisson approximations

Richard F. Serfozo

Stochastic Processes and their Applications, 1985, vol. 20, issue 2, 281-294

Abstract: This study shows that when a point process is partitioned into certain uniformly sparse subprocesses, then the subprocesses are asymptotically multivariate Poisson or compound Poisson. Bounds are given for the total-variation distance between the subprocesses and their limits. Several partitioning rules are considered including independent, Markovian, and batch assignments of points.

Keywords: compound; Poisson; point; processes; thin; multivariate; point; processes; rare; events; total-variation; distance (search for similar items in EconPapers)
Date: 1985
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