ON USING THE FIRST DIFFERENCE IN THE STEIN-CHEN METHOD
成果类型:
Article
署名作者:
Xia, Aihua
署名单位:
University of New South Wales Sydney
刊物名称:
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN:
1050-5164
发表日期:
1997
页码:
899-916
关键词:
摘要:
This paper investigates an alternative way of using the Stein-Chen method in Poisson approximations. There are three principal bounds stated in terms of reduced Palm probabilities for general point processes. The first two are for the accuracy of Poisson random variable approximation to the distribution of the number of points in a point process with respect to the total variation metric and the Wasserstein metric, and the third is for bounding the errors of Poisson process approximation to the distribution of a point process on a general compact space with respect to a Wasserstein metric. The bounds are frequently sharper than the previous results using the Stein-Chen method when the expected number of points is large.