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

Louis H. Y. Chen; Aihua Xia

doi:10.1214/074921706000001076

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

Louis H. Y. Chen·Aihua Xia

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Abstract

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 processes and for dependent superposition of point processes.

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Louis H. Y. Chen, Aihua Xia. 2007-02-27. Poisson process approximation: From Palm theory to Stein's method. https://doi.org/10.1214/074921706000001076

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