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arxiv: 1807.02453 · v1 · pith:OT5G5MGTnew · submitted 2018-07-06 · 🧮 math.PR

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

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keywords pointprocesspoissondistancefinitemeasuremethodpapangelou
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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 Poisson 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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