Publication | Closed Access
On the rate of Poisson process approximation to a Bernoulli process
21
Citations
8
References
2004
Year
Large DeviationsTotal Variation DistanceEngineeringBernoulli ProcessStochastic ProcessesStochastic SystemKantorovich DistancePoisson ProcessStochastic AnalysisProbability TheoryPoisson Process ApproximationStochastic GeometryStochastic PhenomenonMathematical StatisticPoisson BoundaryApproximation TheoryStatisticsLevy Process
The main result of the paper is a refinement of Xia's (1997) bound on the Kantorovich distance between distributions of a Bernoulli point process and an approximating Poisson process. In particular, we show that the distance between distributions of a Bernoulli point process and the Poisson process with the same mean measure has the order of the total variation distance between the laws of the total masses of these processes.
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