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arXiv · 0707.0445

Rubinstein distance on configurations spaces

Laurent Decreusefond·Nicolas Savy
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Abstract

By a method inspired of the Stein's method, we derive an upper-bound of the Rubinstein distance between two absolutely continuous probability measures on configurations space. As an application, we show that the best way to approximate a Modulated Poisson Process (see below for the definition) by a Poisson process is to equate their intensity.

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Laurent Decreusefond, Nicolas Savy. 2007-07-03. Rubinstein distance on configurations spaces. https://arxiv.org/abs/0707.0445

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