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Stein's method and poisson process convergence

Published online by Cambridge University Press:  14 July 2016

Abstract

Stein's method of obtaining rates of convergence, well known in normal and Poisson approximation, is considered here in the context of approximation by Poisson point processes, rather than their one-dimensional distributions. A general technique is sketched, whereby the basic ingredients necessary for the application of Stein's method may be derived, and this is applied to a simple problem in Poisson point process approximation.

Type
Part 5 - Concepts of Coincidence and Convergence
Copyright
Copyright © Applied Probability Trust 1988 

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