Partitions of point processes: Multivariate poisson approximations

This study shows that when a point process is partitioned into certain uniformly sparse subprocesses, then the subprocesses are asymptotically multivariate Poisson or compound Poisson. Bounds are given for the total-variation distance between the subprocesses and their limits. Several partitioning rules are considered including independent, Markovian, and batch assignments of points.

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Year of publication:	1985
Authors:	Serfozo, Richard F.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 20.1985, 2, p. 281-294
Publisher:	Elsevier
Keywords:	compound Poisson point processes thin multivariate point processes rare events total-variation distance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875110