Rubinstein distance on configurations spaces

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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.
9 pages

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Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/132886

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0707.0445
 http://arxiv.org/abs/0707.0445

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arXiv