Poisson approximations for Markov-driven point processes

M. Blasikiewicz and Timothy C. Brown

Stochastic Processes and their Applications, 1996, vol. 62, issue 1, 179-189

Abstract: 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.

Keywords: 60G55; Poisson; approximation; Markov; jump; processes (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (2)

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