THE STEIN-CHEN METHOD, POINT-PROCESSES AND COMPENSATORS

• 成果类型: Article
• 署名作者: BARBOUR, AD; BROWN, TC
• 署名单位: University of Western Australia
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176989704
• 发表日期: 1992
• 页码: 1504-1527
• 关键词: poisson approximation; CONVERGENCE; statistics; trials

摘要

The paper gives bounds for the accuracy of Poisson approximation to the distribution of the number of points in a point process. There are two principal bounds, one in terms of reduced Palm probabilities for general point processes, and one involving compensators for point processes on the fine. The latter bound is frequently sharper than the previously used compensator bounds when the expected number of points is large, and examples show that little improvement is possible without changing the form of the bound.