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Pré-Publication, Document De Travail Année : 2018

Stein's method and Papangelou intensity for Poisson or Cox process approximation

Résumé

In this paper, we apply the Stein's method in the context of point processes, namely when the target measure is the distribution of a finite Pois-son point process. We show that the so-called Kantorovich-Rubinstein distance between such a measure and another finite point process is bounded by the $L^1$-distance between their respective Papangelou intensities. Then, we deduce some convergence rates for sequences of point processes approaching a Poisson or a Cox point process.
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Dates et versions

hal-01832212 , version 1 (06-07-2018)

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  • HAL Id : hal-01832212 , version 1

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Laurent Decreusefond, Aurélien Vasseur. Stein's method and Papangelou intensity for Poisson or Cox process approximation. 2018. ⟨hal-01832212⟩
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