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.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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