A New Approach to Poisson Approximation of Simple Point Processes Using Compensators

Jaya Casukhela, Kameswarrao S. Casukhela () and Hussain Elalaoui-Talibi
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Jaya Casukhela: Ohio State University at Lima
Kameswarrao S. Casukhela: Ohio State University at Lima
Hussain Elalaoui-Talibi: Tuskegee University

Journal of Theoretical Probability, 2006, vol. 19, issue 4, 899-909

Abstract: Abstract Consider a simple point process N on the line, and let $${\hat{N}}$$ be its compensator. We use a result of Kallenberg (1990, Probab. Theory Relat. Fields 86, 167–202) to give a new approach to estimate the total variation distance between the distributions of N and that of a Poisson process when $${\hat{N}}$$ has small jump sizes.

Keywords: Simple point process; compensator; Poisson process (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0037-y

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