Rubinstein distance on configurations spaces

Details Rubinstein distance on configurations spaces Rubinstein distance on configurations spaces

2007-07-03

arxiv.org/abs/0707.0445v1

Mathematics

Probability

9 pages

Scientific paper

By a method inspired of the Stein's method, we derive an upper-bound of the
Rubinstein distance between two absolutely continuous probability measures on
configurations space. As an application, we show that the best way to
approximate a Modulated Poisson Process (see below for the definition) by a
Poisson process is to equate their intensity.

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