Poisson approximation for some point processes in reliability

Citation
Gravereaux, Jean Bernard et Ledoux, James, Poisson approximation for some point processes in reliability, Advances in applied probability , 36(1), 2004, pp. 455-470
ISSN journal
00018678
Volume
36
Issue
1
Year of publication
2004
Pages
455 - 470
Database
ACNP
SICI code
Abstract
In this paper, we consider a failure point process related to the Markovian arrival process defined by Neuts. We show that it converges in distribution to a homogeneous Poison process. This convergence takes place in the context of rare occurrences of failures. We also provide a convergence rate of the convergence in total variation of this point process using an approach developed by Kabanov, Liptser and Shiryaev for the doubly stochastic Poison process driven by a finite Markov process.