Rubinstein distance on configurations spaces
Probability
2007-07-04 v1
Abstract
By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As an application, we show that the best way to approximate a Modulated Poisson Process (see below for the definition) by a Poisson process is to equate their intensity.
Cite
@article{arxiv.0707.0445,
title = {Rubinstein distance on configurations spaces},
author = {Laurent Decreusefond and Nicolas Savy},
journal= {arXiv preprint arXiv:0707.0445},
year = {2007}
}
Comments
9 pages