POISSON APPROXIMATIONS FOR MARKOV-DRIVEN POINT-PROCESSES

Authors
BLASIKIEWICZ M BROWN TC
Citation
M. Blasikiewicz et Tc. Brown, POISSON APPROXIMATIONS FOR MARKOV-DRIVEN POINT-PROCESSES, Stochastic processes and their applications, 62(1), 1996, pp. 179-189
Citations number
14
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Stochastic processes and their applications → ACNP
ISSN journal
03044149
Volume
62
Issue
1
Year of publication
1996
Pages
179 - 189
Database
ISI
SICI code
0304-4149(1996)62:1<179:PAFMP>2.0.ZU;2-P
Abstract
An asymptotically finite bound is derived for the total variation dist ance between the distribution of N(t) and the Poisson distribution wit h mean EN(t) when N is a simple point process whose interpoint times a re exponential with means determined by an ergodic, finite-state Marko v chain and when it is a Cox process with a stationary, irreducible, f inite-state continuous-time Markov chain for intensity.