Poisson process approximation: From Palm theory to Stein's method
Probability
2007-05-23 v1
Abstract
This exposition explains the basic ideas of Stein's method for Poisson random variable approximation and Poisson process approximation from the point of view of the immigration-death process and Palm theory. The latter approach also enables us to define local dependence of point processes [Chen and Xia (2004)] and use it to study Poisson process approximation for locally dependent point processes and for dependent superposition of point processes.
Cite
@article{arxiv.math/0702820,
title = {Poisson process approximation: From Palm theory to Stein's method},
author = {Louis H. Y. Chen and Aihua Xia},
journal= {arXiv preprint arXiv:math/0702820},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921706000001076 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)