Stein's method and Papangelou intensity for Poisson or Cox process approximation
Probability
2018-07-09 v1
Abstract
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 measure and another finite point process is bounded by the -distance between their respective Papangelou intensities. Then, we deduce some convergence rates for sequences of point processes approaching a Poisson or a Cox point process.
Keywords
Cite
@article{arxiv.1807.02453,
title = {Stein's method and Papangelou intensity for Poisson or Cox process approximation},
author = {Laurent Decreusefond and Aurélien Vasseur},
journal= {arXiv preprint arXiv:1807.02453},
year = {2018}
}