Distance estimates for dependent thinnings of point processes with densities
| dc.creator | Schuhmacher, Dominic | |
| dc.date | 2007-01-25 | |
| dc.date.accessioned | 2026-07-07T07:43:01Z | |
| dc.date.available | 2026-07-07T07:43:01Z | |
| dc.description | In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization with a result based on Stein's method. In the present article we concentrate on point processes that have a density with respect to a Poisson process. For such processes we can apply a corresponding result directly without the detour of discretization and thus obtain better and more natural bounds not only in d_2 but also in the stronger total variation metric. We give applications for thinning by covering with an independent Boolean model and "Mat{é}rn type I"-thinning of fairly general point processes. These applications give new insight into the respective models, and either generalize or improve earlier results. | |
| dc.description | 31 pages; submitted | |
| dc.identifier | https://arxiv.org/abs/math/0701728 | |
| dc.identifier | http://arxiv.org/abs/math/0701728 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/122662 | |
| dc.subject | Probability | |
| dc.subject | 60G55; 60E99, 60D05 | |
| dc.title | Distance estimates for dependent thinnings of point processes with densities | |
| dc.type | text |