Mathematics – Probability
Scientific paper
2007-02-27
IMS Lecture Notes Monograph Series 2006, Vol. 52, 236-244
Mathematics
Probability
Published at http://dx.doi.org/10.1214/074921706000001076 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p
Scientific paper
10.1214/074921706000001076
This exposition explains the basic ideas of Stein's method for Poisson random variable approximation and Poisson process approximation from the point of view of the immigration-death process and Palm theory. The latter approach also enables us to define local dependence of point processes [Chen and Xia (2004)] and use it to study Poisson process approximation for locally dependent point processes and for dependent superposition of point processes.
Chen Louis H. Y.
Xia Aihua
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