Stein’s method, Palm theory and Poisson process approximation

Stein’s method, Palm theory and Poisson process approximation

The framework of Stein’s method for Poisson process approximation is presented from the point of view of Palm theory, which is used to construct Stein identities and define local dependence. A general result (Theorem 2.3) in Poisson process approximation is proved by taking the local approach. It is obtained without reference to any particular metric, thereby allowing wider applicability. A Was...

Poisson process approximation: From Palm theory to Stein’s method

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 process...

Stein’s method and Poisson process approximation

Compound Poisson process approximation

Compound Poisson processes are often useful as approximate models, when describing the occurrence of rare events. In this paper, we develop a method for showing how close such approximations are. Our approach is to use Stein's method directly, rather than by way of declumping and a marked Poisson process; this has conceptual advantages, but entails technical difficulties. Several applications a...

Poisson Approximation and the Chen-Stein Method

The Chen-Stein method of Poisson approximation is a powerful tool for computing an error bound when approximating probabilities using the Poisson distribution. In many cases, this bound may be given in terms of first and second moments alone. We present a background of the method and state some fundamental Poisson approximation theorems. The body of this paper is an illustration, through varied...