Poisson approximations for Markov-driven point processes

An asymptotically finite bound is derived for the total variation distance between the distribution of N(t) and the Poisson distribution with mean EN(t) when N is a simple point process whose interpoint times are exponential with means determined by an ergodic, finite-state Markov chain and when it is a Cox process with a stationary, irreducible, finite-state continuous-time Markov chain for intensity.

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Year of publication:	1996
Authors:	Blasikiewicz, M. ; Brown, Timothy C.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 62.1996, 1, p. 179-189
Publisher:	Elsevier
Keywords:	60G55 Poisson approximation Markov jump processes

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

Persistent link: https://www.econbiz.de/10008875745