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We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

Based on Stein's method, we derive upper bounds for Poisson process approximation in the $L_1$-Wasserstein metric $d_2^{(p)}$, which is based on a slightly adapted $L_p$-Wasserstein metric between point measures. For the case $p=1$, this…

Probability · Mathematics 2009-06-12 Dominic Schuhmacher

In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Poisson point process. We show that the so-called Kantorovich-Rubinstein distance between such a…

Probability · Mathematics 2018-07-09 Laurent Decreusefond , Aurélien Vasseur

The Mat\'ern hard-core processes are classical examples for point process models obtained from (marked) Poisson point processes. Points of the original Poisson process are deleted according to a dependent thinning rule, resulting in a…

Probability · Mathematics 2017-09-19 Martin Dirrler , Martin Schlather

We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic…

Probability · Mathematics 2021-04-28 Omer Bobrowski , Matthias Schulte , D. Yogeshwaran

We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

Probability · Mathematics 2017-10-05 Mikolaj J. Kasprzak

We study a local thinning $T_r$ that retains a point with probability $p(n_r)$, where $n_r$ counts neighbors within radius $r$. For Poisson input with spatially varying intensity, we obtain an exact intensity via a Poisson--mixture formula…

Probability · Mathematics 2025-11-14 Kateryna Hlyniana

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Machine Learning · Computer Science 2019-06-19 Bartłomiej Błaszczyszyn , Paul Keeler

Stein's method provides a way of bounding the distance of a probability distribution to a target distribution $\mu$. Here we develop Stein's method for the class of discrete Gibbs measures with a density $e^V$, where $V$ is the energy…

Probability · Mathematics 2008-08-22 Peter Eichelsbacher , Gesine Reinert

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

Probability · Mathematics 2011-02-22 Aihua Xia , Fuxi Zhang

Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…

Probability · Mathematics 2018-07-30 Laure Coutin , Laurent Decreusefond

In this paper, we extend the notion of Cauchy-Schwarz divergence to point processes and establish that the Cauchy-Schwarz divergence between the probability densities of two Poisson point processes is half the squared…

Information Theory · Computer Science 2015-07-21 Hung Gia Hoang , Ba-Ngu Vo , Ba-Tuong Vo , Ronald Mahler

Mat\'ern's hard-core processes are valuable point process models in spatial statistics. In order to extend their field of application, Mat\'ern's original models are generalized here, both as point processes and particle processes. The…

Methodology · Statistics 2012-09-13 Jakob Teichmann , Felix Ballani , Karl Gerald van den Boogaart

We study systems of simple point processes that admit stochastic intensities. We represent these point processes as thinnings of Poisson measures and are interested in a convergence result of such systems. This result states that, if the…

Probability · Mathematics 2021-05-11 Xavier Erny

Our purpose in this paper is to apply the general methodology for model selection based on T-estimators developed in Birg\'{e} [Ann. Inst. H. Poincar\'{e} Probab. Statist. 42 (2006) 273--325] to the particular situation of the estimation of…

Statistics Theory · Mathematics 2009-09-29 Lucien Birgé

Stein's method is used to approximate sums of discrete and locally dependent random variables by a centered and symmetric Binomial distribution. Under appropriate smoothness properties of the summands, the same order of accuracy as in the…

Probability · Mathematics 2007-05-23 Adrian Röllin

The paper is concerned with the equilibrium distributions of continuous-time density dependent Markov processes on the integers. These distributions are known typically to be approximately normal, and the approximation error, as measured in…

Probability · Mathematics 2009-02-06 Sanda N. Socoll , A. D. Barbour

We provide a general result for bounding the difference between point probabilities of integer supported distributions and the translated Poisson distribution, a convenient alternative to the discretized normal. We illustrate our theorem in…

Probability · Mathematics 2017-12-05 A. D. Barbour , Adrian Röllin , Nathan Ross

The main purpose of the paper is to investigate the possibility of applying Chen-Stein approach to estimate the $\chi^2$ distance between Poisson distribution and a sum of independent indicators. Earlier results concerning $\chi^2$ distance…

Probability · Mathematics 2021-09-13 Vytas Zacharovas

For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…

Probability · Mathematics 2017-04-26 Mathias Rafler
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